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 | 4.77% | 0.44 CHF | 0.46 CHF | 120,000 | 75,000 | 91,840 | 62,205 | 39,807 CHF | 28,129 CHF | 98.72% | 98.72% |
12/07/2024 | 4.11% | 0.45 CHF | 0.47 CHF | 120,000 | 75,000 | 121,036 | 75,000 | 52,980 CHF | 34,226 CHF | 99.38% | 99.38% |
11/07/2024 | 4.05% | 0.43 CHF | 0.44 CHF | 120,000 | 75,000 | 131,237 | 75,000 | 51,724 CHF | 30,870 CHF | 99.15% | 99.15% |
10/07/2024 | 4.18% | 0.37 CHF | 0.39 CHF | 140,000 | 75,000 | 140,000 | 75,000 | 51,052 CHF | 28,516 CHF | 100.00% | 100.00% |
09/07/2024 | 4.57% | 0.35 CHF | 0.37 CHF | 150,000 | 75,000 | 140,191 | 75,000 | 50,949 CHF | 28,532 CHF | 100.00% | 100.00% |
08/07/2024 | 4.14% | 0.36 CHF | 0.38 CHF | 140,000 | 75,000 | 140,000 | 75,000 | 52,227 CHF | 29,161 CHF | 100.00% | 100.00% |
05/07/2024 | 4.26% | 0.37 CHF | 0.38 CHF | 140,000 | 75,000 | 138,004 | 75,000 | 52,399 CHF | 29,732 CHF | 99.62% | 99.62% |
04/07/2024 | 3.60% | 0.38 CHF | 0.40 CHF | 140,000 | 75,000 | 132,394 | 75,000 | 51,673 CHF | 30,358 CHF | 100.00% | 100.00% |
03/07/2024 | 4.61% | 0.38 CHF | 0.40 CHF | 140,000 | 75,000 | 138,172 | 75,000 | 52,354 CHF | 29,773 CHF | 99.73% | 99.73% |
02/07/2024 | 3.94% | 0.39 CHF | 0.40 CHF | 130,000 | 75,000 | 141,349 | 75,000 | 51,592 CHF | 28,584 CHF | 100.00% | 100.00% |