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 | 8.48% | 0.34 CHF | 0.37 CHF | 150,000 | 75,000 | 113,314 | 61,539 | 37,827 CHF | 22,262 CHF | 92.99% | 92.99% |
12/07/2024 | 7.29% | 0.35 CHF | 0.37 CHF | 150,000 | 75,000 | 152,402 | 75,000 | 51,575 CHF | 27,331 CHF | 99.38% | 99.38% |
11/07/2024 | 5.43% | 0.33 CHF | 0.36 CHF | 160,000 | 75,000 | 170,586 | 75,000 | 51,538 CHF | 23,989 CHF | 99.15% | 99.15% |
10/07/2024 | 5.52% | 0.28 CHF | 0.30 CHF | 180,000 | 75,000 | 181,822 | 75,000 | 50,607 CHF | 22,067 CHF | 100.00% | 100.00% |
09/07/2024 | 5.44% | 0.27 CHF | 0.28 CHF | 190,000 | 75,000 | 181,360 | 75,000 | 50,522 CHF | 22,068 CHF | 100.00% | 100.00% |
08/07/2024 | 5.48% | 0.28 CHF | 0.29 CHF | 180,000 | 75,000 | 180,000 | 75,000 | 51,247 CHF | 22,555 CHF | 100.00% | 100.00% |
05/07/2024 | 5.61% | 0.28 CHF | 0.30 CHF | 180,000 | 75,000 | 178,004 | 75,000 | 51,764 CHF | 23,080 CHF | 99.62% | 99.62% |
04/07/2024 | 5.40% | 0.29 CHF | 0.31 CHF | 180,000 | 75,000 | 172,037 | 75,000 | 51,579 CHF | 23,741 CHF | 100.00% | 100.00% |
03/07/2024 | 5.27% | 0.30 CHF | 0.31 CHF | 170,000 | 75,000 | 175,438 | 75,000 | 51,604 CHF | 23,268 CHF | 99.73% | 99.73% |
02/07/2024 | 4.93% | 0.30 CHF | 0.32 CHF | 170,000 | 75,000 | 181,203 | 75,000 | 51,368 CHF | 22,426 CHF | 100.00% | 100.00% |