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 | 3.60% | 0.32 CHF | 0.34 CHF | 160,000 | 50,000 | 145,829 | 50,000 | 51,597 CHF | 18,373 CHF | 97.09% | 97.09% |
12/07/2024 | 4.17% | 0.35 CHF | 0.37 CHF | 150,000 | 50,000 | 152,563 | 50,000 | 51,780 CHF | 17,700 CHF | 94.50% | 94.50% |
11/07/2024 | 3.97% | 0.36 CHF | 0.38 CHF | 140,000 | 50,000 | 150,934 | 50,000 | 51,775 CHF | 17,880 CHF | 98.89% | 98.89% |
10/07/2024 | 4.27% | 0.32 CHF | 0.34 CHF | 160,000 | 50,000 | 164,666 | 50,000 | 52,062 CHF | 16,507 CHF | 100.00% | 100.00% |
09/07/2024 | 3.79% | 0.32 CHF | 0.33 CHF | 160,000 | 50,000 | 157,275 | 50,000 | 51,724 CHF | 17,091 CHF | 99.99% | 99.99% |
08/07/2024 | 3.71% | 0.35 CHF | 0.36 CHF | 150,000 | 50,000 | 143,138 | 50,000 | 51,606 CHF | 18,723 CHF | 99.64% | 99.64% |
05/07/2024 | 3.98% | 0.36 CHF | 0.37 CHF | 140,000 | 50,000 | 141,925 | 50,000 | 51,909 CHF | 19,041 CHF | 98.87% | 98.87% |
04/07/2024 | 3.30% | 0.43 CHF | 0.45 CHF | 120,000 | 50,000 | 122,059 | 50,000 | 51,502 CHF | 21,819 CHF | 100.00% | 100.00% |
03/07/2024 | 3.52% | 0.41 CHF | 0.42 CHF | 130,000 | 50,000 | 130,364 | 50,000 | 51,751 CHF | 20,563 CHF | 99.73% | 99.73% |
02/07/2024 | 4.01% | 0.40 CHF | 0.41 CHF | 130,000 | 50,000 | 137,062 | 50,000 | 52,154 CHF | 19,825 CHF | 99.93% | 99.93% |