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 | 9.08% | 0.32 CHF | 0.36 CHF | 160,000 | 50,000 | 161,102 | 50,000 | 51,939 CHF | 17,658 CHF | 99.73% | 99.73% |
12/07/2024 | 8.89% | 0.33 CHF | 0.36 CHF | 160,000 | 50,000 | 158,619 | 50,000 | 51,463 CHF | 17,739 CHF | 99.01% | 99.01% |
11/07/2024 | 8.69% | 0.33 CHF | 0.36 CHF | 160,000 | 50,000 | 152,366 | 50,000 | 51,404 CHF | 18,407 CHF | 99.08% | 99.08% |
10/07/2024 | 8.36% | 0.34 CHF | 0.37 CHF | 150,000 | 50,000 | 152,774 | 50,000 | 52,521 CHF | 18,702 CHF | 63.83% | 63.83% |
09/07/2024 | 8.82% | 0.32 CHF | 0.35 CHF | 160,000 | 50,000 | 160,261 | 50,000 | 52,176 CHF | 17,781 CHF | 100.00% | 100.00% |
08/07/2024 | 8.47% | 0.33 CHF | 0.36 CHF | 160,000 | 50,000 | 152,598 | 50,000 | 52,484 CHF | 18,729 CHF | 100.00% | 100.00% |
05/07/2024 | 7.74% | 0.36 CHF | 0.39 CHF | 140,000 | 50,000 | 139,076 | 50,000 | 52,048 CHF | 20,233 CHF | 98.86% | 98.86% |
04/07/2024 | 8.50% | 0.34 CHF | 0.37 CHF | 150,000 | 50,000 | 149,083 | 50,000 | 51,352 CHF | 18,775 CHF | 84.52% | 84.52% |
03/07/2024 | 9.08% | 0.38 CHF | 0.41 CHF | 140,000 | 50,000 | 167,124 | 50,000 | 52,509 CHF | 17,260 CHF | 90.98% | 90.98% |
02/07/2024 | 10.48% | 0.29 CHF | 0.32 CHF | 180,000 | 50,000 | 185,380 | 50,000 | 50,307 CHF | 15,073 CHF | 91.51% | 91.51% |