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 | 5.26% | 0.35 CHF | 0.37 CHF | 150,000 | 75,000 | 137,667 | 75,000 | 51,808 CHF | 29,826 CHF | 95.44% | 95.44% |
12/07/2024 | 5.23% | 0.37 CHF | 0.39 CHF | 140,000 | 75,000 | 143,176 | 75,000 | 51,195 CHF | 28,286 CHF | 98.90% | 98.90% |
11/07/2024 | 5.01% | 0.39 CHF | 0.41 CHF | 130,000 | 75,000 | 132,393 | 75,000 | 51,954 CHF | 30,962 CHF | 94.10% | 94.10% |
10/07/2024 | 4.59% | 0.38 CHF | 0.40 CHF | 140,000 | 75,000 | 142,159 | 75,000 | 51,495 CHF | 28,468 CHF | 100.00% | 100.00% |
09/07/2024 | 2.93% | 0.33 CHF | 0.34 CHF | 160,000 | 75,000 | 151,754 | 75,000 | 51,753 CHF | 26,368 CHF | 100.00% | 100.00% |
08/07/2024 | 2.90% | 0.34 CHF | 0.35 CHF | 150,000 | 75,000 | 152,042 | 75,000 | 51,743 CHF | 26,300 CHF | 83.70% | 83.70% |
05/07/2024 | 3.48% | 0.26 CHF | 0.27 CHF | 200,000 | 75,000 | 181,960 | 75,000 | 51,437 CHF | 21,969 CHF | 98.86% | 98.86% |
04/07/2024 | 3.50% | 0.28 CHF | 0.29 CHF | 180,000 | 75,000 | 182,825 | 75,000 | 51,256 CHF | 21,795 CHF | 99.19% | 99.19% |
03/07/2024 | 4.25% | 0.24 CHF | 0.25 CHF | 210,000 | 75,000 | 219,261 | 75,000 | 50,537 CHF | 18,097 CHF | 99.81% | 99.81% |
02/07/2024 | 3.63% | 0.29 CHF | 0.30 CHF | 180,000 | 75,000 | 189,527 | 75,000 | 51,334 CHF | 21,108 CHF | 93.22% | 93.22% |