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 | 4.29% | 0.29 CHF | 0.30 CHF | 180,000 | 50,000 | 97,161 | 36,743 | 28,352 CHF | 11,298 CHF | 96.12% | 96.12% |
12/07/2024 | 3.63% | 0.29 CHF | 0.30 CHF | 180,000 | 50,000 | 189,338 | 50,000 | 51,255 CHF | 14,044 CHF | 81.74% | 81.74% |
11/07/2024 | 3.56% | 0.28 CHF | 0.29 CHF | 180,000 | 50,000 | 183,701 | 50,000 | 50,739 CHF | 14,317 CHF | 83.80% | 83.80% |
10/07/2024 | 3.11% | 0.27 CHF | 0.28 CHF | 190,000 | 50,000 | 164,174 | 50,000 | 51,918 CHF | 16,346 CHF | 98.55% | 98.55% |
09/07/2024 | 2.87% | 0.35 CHF | 0.36 CHF | 150,000 | 50,000 | 149,795 | 50,000 | 51,521 CHF | 17,709 CHF | 99.92% | 99.92% |
08/07/2024 | 2.97% | 0.34 CHF | 0.35 CHF | 150,000 | 50,000 | 155,832 | 50,000 | 51,769 CHF | 17,121 CHF | 100.00% | 100.00% |
05/07/2024 | 2.83% | 0.35 CHF | 0.36 CHF | 150,000 | 50,000 | 148,447 | 50,000 | 51,629 CHF | 17,913 CHF | 98.83% | 98.83% |
04/07/2024 | 4.39% | 0.38 CHF | 0.39 CHF | 140,000 | 50,000 | 33,407 | 26,857 | 12,416 CHF | 10,348 CHF | 100.00% | 100.00% |
03/07/2024 | 4.48% | 0.36 CHF | 0.38 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 9,291 CHF | 9,717 CHF | 99.73% | 99.73% |
02/07/2024 | 4.42% | 0.35 CHF | 0.37 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 9,304 CHF | 9,724 CHF | 98.56% | 98.56% |