Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 3.29% | 0.29 CHF | 0.30 CHF | 180,000 | 100,000 | 173,101 | 100,000 | 51,696 CHF | 30,881 CHF | 98.72% | 98.72% |
12/07/2024 | 3.21% | 0.32 CHF | 0.33 CHF | 160,000 | 100,000 | 168,883 | 100,000 | 51,768 CHF | 31,669 CHF | 99.38% | 99.38% |
11/07/2024 | 3.51% | 0.31 CHF | 0.32 CHF | 170,000 | 100,000 | 182,563 | 100,000 | 51,062 CHF | 29,010 CHF | 98.30% | 98.30% |
10/07/2024 | 4.04% | 0.26 CHF | 0.27 CHF | 200,000 | 100,000 | 185,482 | 96,053 | 48,641 CHF | 26,165 CHF | 100.00% | 100.00% |
09/07/2024 | 7.87% | 0.22 CHF | 0.24 CHF | 50,000 | 50,000 | 54,416 | 51,255 | 13,055 CHF | 13,348 CHF | 100.00% | 100.00% |
08/07/2024 | 3.31% | 0.30 CHF | 0.31 CHF | 170,000 | 100,000 | 166,737 | 100,000 | 52,055 CHF | 32,301 CHF | 100.00% | 100.00% |
05/07/2024 | 2.70% | 0.35 CHF | 0.36 CHF | 150,000 | 100,000 | 141,828 | 100,000 | 51,793 CHF | 37,549 CHF | 99.62% | 99.62% |
04/07/2024 | 2.76% | 0.36 CHF | 0.37 CHF | 140,000 | 100,000 | 142,561 | 100,000 | 50,998 CHF | 36,795 CHF | 99.36% | 99.36% |
03/07/2024 | 2.83% | 0.36 CHF | 0.37 CHF | 140,000 | 100,000 | 148,790 | 100,000 | 51,799 CHF | 35,828 CHF | 99.73% | 99.73% |
02/07/2024 | 3.31% | 0.31 CHF | 0.32 CHF | 170,000 | 100,000 | 173,474 | 100,000 | 51,584 CHF | 30,778 CHF | 100.00% | 100.00% |