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 | 3.14% | 0.37 CHF | 0.38 CHF | 140,000 | 25,000 | 134,045 | 25,000 | 51,853 CHF | 9,990 CHF | 87.81% | 87.81% |
12/07/2024 | 3.27% | 0.41 CHF | 0.43 CHF | 130,000 | 25,000 | 137,401 | 25,000 | 51,712 CHF | 9,732 CHF | 99.01% | 99.01% |
11/07/2024 | 3.50% | 0.37 CHF | 0.38 CHF | 140,000 | 25,000 | 162,751 | 25,000 | 51,772 CHF | 8,274 CHF | 99.08% | 99.08% |
10/07/2024 | 4.16% | 0.27 CHF | 0.28 CHF | 190,000 | 25,000 | 179,130 | 25,000 | 51,459 CHF | 7,501 CHF | 99.99% | 99.99% |
09/07/2024 | 3.49% | 0.33 CHF | 0.34 CHF | 160,000 | 25,000 | 146,276 | 25,000 | 51,758 CHF | 9,184 CHF | 100.00% | 100.00% |
08/07/2024 | 3.28% | 0.35 CHF | 0.36 CHF | 150,000 | 25,000 | 145,660 | 25,000 | 51,952 CHF | 9,230 CHF | 99.34% | 99.34% |
05/07/2024 | 3.35% | 0.32 CHF | 0.33 CHF | 160,000 | 25,000 | 152,009 | 25,000 | 51,658 CHF | 8,802 CHF | 98.80% | 98.80% |
04/07/2024 | 3.34% | 0.37 CHF | 0.38 CHF | 140,000 | 25,000 | 151,201 | 25,000 | 51,639 CHF | 8,846 CHF | 100.00% | 100.00% |
03/07/2024 | 3.46% | 0.29 CHF | 0.30 CHF | 180,000 | 25,000 | 152,236 | 25,000 | 51,456 CHF | 8,826 CHF | 99.73% | 99.73% |
02/07/2024 | 4.00% | 0.32 CHF | 0.34 CHF | 160,000 | 25,000 | 174,189 | 25,000 | 51,444 CHF | 7,701 CHF | 99.97% | 99.97% |