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 | 3.99% | 0.31 CHF | 0.32 CHF | 170,000 | 50,000 | 94,510 | 37,026 | 29,236 CHF | 12,046 CHF | 93.86% | 93.86% |
12/07/2024 | 3.46% | 0.32 CHF | 0.33 CHF | 160,000 | 50,000 | 179,012 | 50,000 | 50,921 CHF | 14,732 CHF | 81.73% | 81.73% |
11/07/2024 | 3.37% | 0.29 CHF | 0.30 CHF | 180,000 | 50,000 | 177,664 | 50,000 | 51,752 CHF | 15,071 CHF | 83.80% | 83.80% |
10/07/2024 | 2.87% | 0.29 CHF | 0.30 CHF | 180,000 | 50,000 | 149,524 | 50,000 | 51,385 CHF | 17,753 CHF | 98.55% | 98.55% |
09/07/2024 | 2.63% | 0.39 CHF | 0.40 CHF | 130,000 | 50,000 | 138,070 | 50,000 | 51,799 CHF | 19,275 CHF | 100.00% | 100.00% |
08/07/2024 | 2.77% | 0.37 CHF | 0.38 CHF | 140,000 | 50,000 | 144,509 | 50,000 | 51,461 CHF | 18,322 CHF | 100.00% | 100.00% |
05/07/2024 | 2.62% | 0.38 CHF | 0.39 CHF | 140,000 | 50,000 | 137,490 | 50,000 | 51,697 CHF | 19,334 CHF | 98.87% | 98.87% |
04/07/2024 | 3.91% | 0.42 CHF | 0.43 CHF | 120,000 | 50,000 | 33,117 | 27,135 | 13,625 CHF | 11,530 CHF | 86.95% | 86.95% |
03/07/2024 | 4.03% | 0.41 CHF | 0.42 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,332 CHF | 10,757 CHF | 99.73% | 99.73% |
02/07/2024 | 3.84% | 0.39 CHF | 0.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,348 CHF | 10,753 CHF | 98.57% | 98.57% |