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 | 3.05% | 0.31 CHF | 0.32 CHF | 170,000 | 50,000 | 162,045 | 50,000 | 52,329 CHF | 16,670 CHF | 99.71% | 99.71% |
12/07/2024 | 2.95% | 0.34 CHF | 0.35 CHF | 150,000 | 50,000 | 155,868 | 50,000 | 51,962 CHF | 17,177 CHF | 99.01% | 99.01% |
11/07/2024 | 2.84% | 0.35 CHF | 0.36 CHF | 150,000 | 50,000 | 148,752 | 50,000 | 51,670 CHF | 17,875 CHF | 99.08% | 99.08% |
10/07/2024 | 3.04% | 0.33 CHF | 0.34 CHF | 160,000 | 50,000 | 160,597 | 50,000 | 51,956 CHF | 16,680 CHF | 100.00% | 100.00% |
09/07/2024 | 3.24% | 0.29 CHF | 0.30 CHF | 180,000 | 50,000 | 170,176 | 50,000 | 51,759 CHF | 15,713 CHF | 100.00% | 100.00% |
08/07/2024 | 3.03% | 0.32 CHF | 0.33 CHF | 160,000 | 50,000 | 160,252 | 50,000 | 52,099 CHF | 16,776 CHF | 100.00% | 100.00% |
05/07/2024 | 3.21% | 0.31 CHF | 0.32 CHF | 170,000 | 50,000 | 169,777 | 50,000 | 52,075 CHF | 15,837 CHF | 98.86% | 98.86% |
04/07/2024 | 3.28% | 0.30 CHF | 0.31 CHF | 170,000 | 50,000 | 172,023 | 50,000 | 51,644 CHF | 15,517 CHF | 100.00% | 100.00% |
03/07/2024 | 3.59% | 0.28 CHF | 0.29 CHF | 190,000 | 50,000 | 186,347 | 50,000 | 50,968 CHF | 14,182 CHF | 54.63% | 54.63% |
02/07/2024 | 3.56% | 0.29 CHF | 0.30 CHF | 180,000 | 50,000 | 184,858 | 50,000 | 51,001 CHF | 14,305 CHF | 83.82% | 83.82% |