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 | 3.20% | 0.30 CHF | 0.31 CHF | 170,000 | 75,000 | 168,271 | 75,000 | 51,691 CHF | 23,800 CHF | 98.72% | 98.72% |
12/07/2024 | 3.25% | 0.33 CHF | 0.34 CHF | 160,000 | 75,000 | 170,187 | 75,000 | 51,505 CHF | 23,476 CHF | 99.38% | 99.38% |
11/07/2024 | 3.45% | 0.31 CHF | 0.32 CHF | 170,000 | 75,000 | 179,002 | 75,000 | 51,009 CHF | 22,154 CHF | 99.15% | 99.15% |
10/07/2024 | 3.73% | 0.27 CHF | 0.28 CHF | 190,000 | 75,000 | 195,439 | 75,000 | 51,387 CHF | 20,482 CHF | 100.00% | 100.00% |
09/07/2024 | 3.57% | 0.26 CHF | 0.27 CHF | 200,000 | 75,000 | 186,103 | 75,000 | 51,163 CHF | 21,397 CHF | 100.00% | 100.00% |
08/07/2024 | 3.52% | 0.28 CHF | 0.29 CHF | 180,000 | 75,000 | 182,186 | 75,000 | 50,890 CHF | 21,720 CHF | 100.00% | 100.00% |
05/07/2024 | 3.12% | 0.30 CHF | 0.31 CHF | 170,000 | 75,000 | 163,225 | 75,000 | 51,559 CHF | 24,471 CHF | 99.62% | 99.62% |
04/07/2024 | 3.21% | 0.30 CHF | 0.31 CHF | 170,000 | 75,000 | 170,000 | 75,000 | 52,092 CHF | 23,732 CHF | 100.00% | 100.00% |
03/07/2024 | 3.45% | 0.29 CHF | 0.30 CHF | 180,000 | 75,000 | 181,431 | 75,000 | 51,767 CHF | 22,161 CHF | 99.73% | 99.73% |
02/07/2024 | 4.01% | 0.25 CHF | 0.26 CHF | 200,000 | 75,000 | 205,773 | 75,000 | 50,230 CHF | 19,067 CHF | 99.99% | 99.99% |