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% | 0.35 CHF | 0.36 CHF | 150,000 | 25,000 | 143,726 | 25,000 | 51,462 CHF | 9,207 CHF | 99.72% | 99.72% |
12/07/2024 | 2.76% | 0.37 CHF | 0.38 CHF | 140,000 | 25,000 | 143,380 | 25,000 | 51,273 CHF | 9,196 CHF | 99.01% | 99.01% |
11/07/2024 | 2.89% | 0.36 CHF | 0.37 CHF | 140,000 | 25,000 | 150,218 | 25,000 | 51,236 CHF | 8,786 CHF | 98.44% | 98.44% |
10/07/2024 | 3.07% | 0.33 CHF | 0.34 CHF | 160,000 | 25,000 | 160,007 | 25,000 | 51,257 CHF | 8,259 CHF | 83.57% | 83.57% |
09/07/2024 | 2.92% | 0.31 CHF | 0.32 CHF | 163,747 | 25,000 | 151,910 | 25,000 | 51,343 CHF | 8,716 CHF | 93.58% | 93.58% |
08/07/2024 | 2.86% | 0.34 CHF | 0.35 CHF | 150,000 | 25,000 | 149,273 | 25,000 | 51,536 CHF | 8,883 CHF | 100.00% | 100.00% |
05/07/2024 | 2.77% | 0.35 CHF | 0.36 CHF | 150,000 | 25,000 | 144,125 | 25,000 | 51,344 CHF | 9,161 CHF | 98.98% | 98.98% |
04/07/2024 | 2.74% | 0.35 CHF | 0.36 CHF | 150,000 | 25,000 | 141,774 | 25,000 | 51,108 CHF | 9,266 CHF | 100.00% | 100.00% |
03/07/2024 | 2.85% | 0.36 CHF | 0.37 CHF | 140,000 | 25,000 | 149,582 | 25,000 | 51,823 CHF | 8,912 CHF | 100.00% | 100.00% |
02/07/2024 | 3.09% | 0.33 CHF | 0.34 CHF | 160,000 | 25,000 | 162,545 | 25,000 | 51,823 CHF | 8,224 CHF | 97.11% | 97.11% |