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 | 3.97% | 0.25 CHF | 0.26 CHF | 200,000 | 50,000 | 191,179 | 50,000 | 50,776 CHF | 13,848 CHF | 98.98% | 98.98% |
12/07/2024 | 3.96% | 0.29 CHF | 0.30 CHF | 180,000 | 50,000 | 180,484 | 50,000 | 51,685 CHF | 14,898 CHF | 98.77% | 98.77% |
11/07/2024 | 3.47% | 0.29 CHF | 0.30 CHF | 180,000 | 50,000 | 171,510 | 50,000 | 51,665 CHF | 15,598 CHF | 99.09% | 99.09% |
10/07/2024 | 3.52% | 0.29 CHF | 0.30 CHF | 180,000 | 50,000 | 179,424 | 50,000 | 51,200 CHF | 14,782 CHF | 100.00% | 100.00% |
09/07/2024 | 3.36% | 0.27 CHF | 0.28 CHF | 190,000 | 50,000 | 169,971 | 50,000 | 51,859 CHF | 15,786 CHF | 100.00% | 100.00% |
08/07/2024 | 3.25% | 0.32 CHF | 0.33 CHF | 160,000 | 50,000 | 160,562 | 50,000 | 51,997 CHF | 16,745 CHF | 100.00% | 100.00% |
05/07/2024 | 3.77% | 0.29 CHF | 0.30 CHF | 180,000 | 50,000 | 185,071 | 50,000 | 50,894 CHF | 14,310 CHF | 98.86% | 98.86% |
04/07/2024 | 4.04% | 0.24 CHF | 0.25 CHF | 210,000 | 50,000 | 201,705 | 50,000 | 50,901 CHF | 13,142 CHF | 100.00% | 100.00% |
03/07/2024 | 4.02% | 0.25 CHF | 0.26 CHF | 200,000 | 50,000 | 204,058 | 50,000 | 50,160 CHF | 12,801 CHF | 99.82% | 99.82% |
02/07/2024 | 4.33% | 0.25 CHF | 0.26 CHF | 200,000 | 50,000 | 212,089 | 50,000 | 50,417 CHF | 12,421 CHF | 100.00% | 100.00% |