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 | 4.66% | 0.42 CHF | 0.43 CHF | 120,000 | 75,000 | 96,038 | 62,281 | 39,514 CHF | 26,690 CHF | 98.41% | 98.41% |
12/07/2024 | 4.04% | 0.43 CHF | 0.44 CHF | 120,000 | 75,000 | 122,506 | 75,000 | 50,968 CHF | 32,517 CHF | 99.38% | 99.38% |
11/07/2024 | 4.30% | 0.41 CHF | 0.42 CHF | 130,000 | 75,000 | 139,726 | 75,000 | 51,863 CHF | 29,154 CHF | 99.15% | 99.15% |
10/07/2024 | 4.41% | 0.35 CHF | 0.36 CHF | 150,000 | 75,000 | 150,168 | 75,000 | 51,510 CHF | 26,887 CHF | 100.00% | 100.00% |
09/07/2024 | 4.44% | 0.33 CHF | 0.34 CHF | 160,000 | 75,000 | 150,745 | 75,000 | 51,474 CHF | 26,778 CHF | 100.00% | 100.00% |
08/07/2024 | 4.74% | 0.34 CHF | 0.36 CHF | 150,000 | 75,000 | 149,125 | 75,000 | 52,096 CHF | 27,477 CHF | 100.00% | 100.00% |
05/07/2024 | 4.58% | 0.35 CHF | 0.36 CHF | 150,000 | 75,000 | 144,617 | 75,000 | 51,620 CHF | 28,047 CHF | 99.62% | 99.62% |
04/07/2024 | 4.60% | 0.36 CHF | 0.38 CHF | 140,000 | 75,000 | 140,000 | 75,000 | 51,194 CHF | 28,715 CHF | 100.00% | 100.00% |
03/07/2024 | 4.40% | 0.36 CHF | 0.38 CHF | 140,000 | 75,000 | 143,699 | 75,000 | 51,310 CHF | 28,001 CHF | 99.73% | 99.73% |
02/07/2024 | 4.24% | 0.36 CHF | 0.38 CHF | 140,000 | 75,000 | 150,415 | 75,000 | 51,715 CHF | 27,025 CHF | 93.34% | 93.34% |