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 | 2.76% | 0.33 CHF | 0.34 CHF | 160,000 | 75,000 | 145,043 | 75,000 | 51,919 CHF | 27,650 CHF | 88.82% | 88.82% |
12/07/2024 | 2.81% | 0.38 CHF | 0.39 CHF | 140,000 | 75,000 | 146,727 | 75,000 | 51,547 CHF | 27,141 CHF | 88.13% | 88.13% |
11/07/2024 | 3.09% | 0.35 CHF | 0.36 CHF | 150,000 | 75,000 | 163,358 | 75,000 | 51,975 CHF | 24,658 CHF | 90.85% | 90.85% |
10/07/2024 | 3.55% | 0.28 CHF | 0.29 CHF | 180,000 | 75,000 | 183,395 | 75,000 | 50,706 CHF | 21,495 CHF | 100.00% | 100.00% |
09/07/2024 | 3.53% | 0.26 CHF | 0.27 CHF | 200,000 | 75,000 | 184,573 | 75,000 | 51,343 CHF | 21,643 CHF | 94.95% | 94.95% |
08/07/2024 | 3.46% | 0.28 CHF | 0.29 CHF | 180,000 | 75,000 | 180,098 | 75,000 | 51,220 CHF | 22,081 CHF | 99.31% | 99.31% |
05/07/2024 | 3.16% | 0.29 CHF | 0.30 CHF | 180,000 | 75,000 | 166,536 | 75,000 | 51,869 CHF | 24,140 CHF | 97.54% | 97.54% |
04/07/2024 | 3.27% | 0.31 CHF | 0.32 CHF | 170,000 | 75,000 | 171,078 | 75,000 | 51,537 CHF | 23,349 CHF | 95.45% | 95.45% |
03/07/2024 | 3.41% | 0.29 CHF | 0.30 CHF | 180,000 | 75,000 | 178,148 | 75,000 | 51,398 CHF | 22,419 CHF | 99.89% | 99.89% |
02/07/2024 | 3.94% | 0.25 CHF | 0.26 CHF | 200,000 | 75,000 | 202,360 | 75,000 | 50,414 CHF | 19,446 CHF | 99.90% | 99.90% |