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 | 4.63% | 0.46 CHF | 0.48 CHF | 110,000 | 75,000 | 88,992 | 62,281 | 40,490 CHF | 29,553 CHF | 98.41% | 98.41% |
12/07/2024 | 3.69% | 0.47 CHF | 0.49 CHF | 110,000 | 75,000 | 112,369 | 75,000 | 51,681 CHF | 35,822 CHF | 99.38% | 99.38% |
11/07/2024 | 3.84% | 0.45 CHF | 0.47 CHF | 120,000 | 75,000 | 124,962 | 75,000 | 52,038 CHF | 32,511 CHF | 99.16% | 99.16% |
10/07/2024 | 4.39% | 0.39 CHF | 0.41 CHF | 130,000 | 75,000 | 133,885 | 75,000 | 51,702 CHF | 30,277 CHF | 100.00% | 100.00% |
09/07/2024 | 4.16% | 0.37 CHF | 0.39 CHF | 140,000 | 75,000 | 133,456 | 75,000 | 51,539 CHF | 30,209 CHF | 100.00% | 100.00% |
08/07/2024 | 4.13% | 0.39 CHF | 0.40 CHF | 130,000 | 75,000 | 130,550 | 75,000 | 51,446 CHF | 30,806 CHF | 100.00% | 100.00% |
05/07/2024 | 3.85% | 0.39 CHF | 0.41 CHF | 130,000 | 75,000 | 129,014 | 75,000 | 51,906 CHF | 31,369 CHF | 99.62% | 99.62% |
04/07/2024 | 3.97% | 0.41 CHF | 0.42 CHF | 130,000 | 75,000 | 126,917 | 75,000 | 52,202 CHF | 32,115 CHF | 100.00% | 100.00% |
03/07/2024 | 4.30% | 0.40 CHF | 0.42 CHF | 130,000 | 75,000 | 129,685 | 75,000 | 51,929 CHF | 31,356 CHF | 99.73% | 99.73% |
02/07/2024 | 4.19% | 0.41 CHF | 0.42 CHF | 130,000 | 75,000 | 134,801 | 75,000 | 52,054 CHF | 30,300 CHF | 100.00% | 100.00% |