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 | 3.19% | 0.30 CHF | 0.31 CHF | 170,000 | 75,000 | 169,855 | 75,000 | 52,433 CHF | 23,904 CHF | 98.02% | 98.02% |
12/07/2024 | 3.30% | 0.30 CHF | 0.31 CHF | 170,000 | 75,000 | 172,117 | 75,000 | 51,299 CHF | 23,111 CHF | 99.01% | 99.01% |
11/07/2024 | 3.51% | 0.29 CHF | 0.30 CHF | 180,000 | 75,000 | 180,659 | 75,000 | 50,618 CHF | 21,776 CHF | 95.30% | 95.30% |
10/07/2024 | 3.77% | 0.27 CHF | 0.28 CHF | 190,000 | 75,000 | 196,833 | 75,000 | 51,174 CHF | 20,249 CHF | 98.92% | 98.92% |
09/07/2024 | 4.12% | 0.25 CHF | 0.26 CHF | 198,810 | 75,000 | 200,705 | 75,000 | 47,722 CHF | 18,584 CHF | 98.17% | 98.17% |
08/07/2024 | 4.56% | 0.22 CHF | 0.23 CHF | 202,929 | 75,000 | 202,916 | 75,000 | 43,541 CHF | 16,843 CHF | 100.00% | 100.00% |
05/07/2024 | 4.46% | 0.22 CHF | 0.23 CHF | 203,496 | 75,000 | 203,274 | 75,000 | 44,534 CHF | 17,181 CHF | 98.98% | 98.98% |
04/07/2024 | 4.58% | 0.21 CHF | 0.22 CHF | 204,070 | 75,000 | 204,543 | 75,000 | 43,622 CHF | 16,745 CHF | 100.00% | 100.00% |
03/07/2024 | 4.65% | 0.21 CHF | 0.22 CHF | 206,682 | 75,000 | 206,682 | 75,000 | 43,403 CHF | 16,500 CHF | 100.00% | 100.00% |
02/07/2024 | 4.66% | 0.21 CHF | 0.22 CHF | 206,430 | 75,000 | 206,394 | 75,000 | 43,234 CHF | 16,461 CHF | 100.00% | 100.00% |