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 | 2.67% | 0.38 CHF | 0.39 CHF | 140,000 | 50,000 | 139,803 | 50,000 | 51,586 CHF | 18,975 CHF | 99.72% | 99.72% |
12/07/2024 | 2.78% | 0.36 CHF | 0.37 CHF | 140,000 | 50,000 | 144,261 | 50,000 | 51,207 CHF | 18,256 CHF | 96.26% | 96.26% |
11/07/2024 | 3.11% | 0.33 CHF | 0.34 CHF | 146,571 | 50,000 | 146,192 | 50,000 | 46,250 CHF | 16,317 CHF | 99.08% | 99.08% |
10/07/2024 | 3.09% | 0.31 CHF | 0.32 CHF | 146,608 | 50,000 | 146,872 | 50,000 | 46,859 CHF | 16,452 CHF | 100.00% | 100.00% |
09/07/2024 | 2.99% | 0.32 CHF | 0.33 CHF | 146,474 | 50,000 | 147,704 | 50,000 | 48,712 CHF | 16,989 CHF | 100.00% | 100.00% |
08/07/2024 | 3.26% | 0.31 CHF | 0.32 CHF | 145,405 | 50,000 | 144,733 | 50,000 | 43,632 CHF | 15,572 CHF | 100.00% | 100.00% |
05/07/2024 | 3.48% | 0.29 CHF | 0.30 CHF | 143,967 | 50,000 | 143,714 | 50,000 | 40,573 CHF | 14,616 CHF | 98.98% | 98.98% |
04/07/2024 | 3.38% | 0.29 CHF | 0.30 CHF | 144,462 | 50,000 | 144,984 | 50,000 | 42,175 CHF | 15,044 CHF | 100.00% | 100.00% |
03/07/2024 | 3.35% | 0.31 CHF | 0.32 CHF | 146,483 | 50,000 | 145,291 | 50,000 | 42,716 CHF | 15,199 CHF | 100.00% | 100.00% |
02/07/2024 | 3.15% | 0.31 CHF | 0.32 CHF | 147,180 | 50,000 | 147,173 | 50,000 | 46,052 CHF | 16,145 CHF | 100.00% | 100.00% |