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 | 3.69% | 0.26 CHF | 0.27 CHF | 200,000 | 50,000 | 193,867 | 50,000 | 51,514 CHF | 13,795 CHF | 99.72% | 99.72% |
12/07/2024 | 3.59% | 0.27 CHF | 0.28 CHF | 190,000 | 50,000 | 186,667 | 50,000 | 50,993 CHF | 14,167 CHF | 99.01% | 99.01% |
11/07/2024 | 3.54% | 0.29 CHF | 0.30 CHF | 180,000 | 50,000 | 184,091 | 50,000 | 51,072 CHF | 14,380 CHF | 96.84% | 96.84% |
10/07/2024 | 3.75% | 0.27 CHF | 0.28 CHF | 190,000 | 50,000 | 198,112 | 50,000 | 51,849 CHF | 13,590 CHF | 99.97% | 99.97% |
09/07/2024 | 3.71% | 0.25 CHF | 0.26 CHF | 200,000 | 50,000 | 194,670 | 50,000 | 51,472 CHF | 13,728 CHF | 100.00% | 100.00% |
08/07/2024 | 3.69% | 0.26 CHF | 0.27 CHF | 200,000 | 50,000 | 194,256 | 50,000 | 51,596 CHF | 13,787 CHF | 99.52% | 99.52% |
05/07/2024 | 3.69% | 0.27 CHF | 0.28 CHF | 190,000 | 50,000 | 193,657 | 50,000 | 51,552 CHF | 13,818 CHF | 98.97% | 98.97% |
04/07/2024 | 4.06% | 0.25 CHF | 0.26 CHF | 200,000 | 50,000 | 208,331 | 50,000 | 50,316 CHF | 12,583 CHF | 100.00% | 100.00% |
03/07/2024 | 4.12% | 0.24 CHF | 0.25 CHF | 210,000 | 50,000 | 211,898 | 50,000 | 50,403 CHF | 12,406 CHF | 100.00% | 100.00% |
02/07/2024 | 4.49% | 0.24 CHF | 0.25 CHF | 210,000 | 50,000 | 231,741 | 50,000 | 50,482 CHF | 11,413 CHF | 99.80% | 99.80% |