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 | 2.75% | 0.38 CHF | 0.39 CHF | 140,000 | 75,000 | 141,315 | 75,000 | 50,757 CHF | 27,705 CHF | 99.61% | 99.61% |
12/07/2024 | 2.75% | 0.36 CHF | 0.37 CHF | 140,000 | 75,000 | 140,908 | 75,000 | 50,530 CHF | 27,650 CHF | 99.01% | 99.01% |
11/07/2024 | 2.83% | 0.34 CHF | 0.35 CHF | 143,074 | 75,000 | 142,925 | 75,000 | 49,894 CHF | 26,937 CHF | 93.88% | 93.88% |
10/07/2024 | 2.56% | 0.38 CHF | 0.39 CHF | 140,000 | 75,000 | 133,924 | 75,000 | 51,736 CHF | 29,745 CHF | 100.00% | 100.00% |
09/07/2024 | 3.02% | 0.36 CHF | 0.37 CHF | 140,000 | 75,000 | 143,215 | 75,000 | 46,826 CHF | 25,270 CHF | 100.00% | 100.00% |
08/07/2024 | 3.18% | 0.30 CHF | 0.31 CHF | 142,155 | 75,000 | 142,326 | 75,000 | 44,182 CHF | 24,027 CHF | 97.53% | 97.53% |
05/07/2024 | 3.02% | 0.33 CHF | 0.34 CHF | 143,549 | 75,000 | 143,251 | 75,000 | 46,800 CHF | 25,248 CHF | 98.68% | 98.68% |
04/07/2024 | 3.01% | 0.32 CHF | 0.33 CHF | 143,134 | 75,000 | 143,659 | 75,000 | 47,071 CHF | 25,323 CHF | 87.44% | 87.44% |
03/07/2024 | 2.89% | 0.32 CHF | 0.33 CHF | 143,700 | 75,000 | 143,800 | 75,000 | 49,113 CHF | 26,375 CHF | 99.95% | 99.95% |
02/07/2024 | 2.42% | 0.38 CHF | 0.39 CHF | 140,000 | 75,000 | 126,408 | 75,000 | 51,659 CHF | 31,459 CHF | 100.00% | 100.00% |