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 | 2.50% | 0.39 CHF | 0.40 CHF | 130,000 | 75,000 | 130,209 | 75,000 | 51,388 CHF | 30,351 CHF | 99.72% | 99.72% |
12/07/2024 | 2.56% | 0.39 CHF | 0.40 CHF | 130,000 | 75,000 | 133,707 | 75,000 | 51,622 CHF | 29,720 CHF | 99.01% | 99.01% |
11/07/2024 | 2.68% | 0.38 CHF | 0.39 CHF | 140,000 | 75,000 | 140,324 | 75,000 | 51,703 CHF | 28,391 CHF | 99.09% | 99.09% |
10/07/2024 | 2.83% | 0.36 CHF | 0.37 CHF | 140,000 | 75,000 | 149,874 | 75,000 | 52,233 CHF | 26,889 CHF | 100.00% | 100.00% |
09/07/2024 | 3.02% | 0.33 CHF | 0.34 CHF | 160,000 | 75,000 | 160,588 | 75,000 | 52,302 CHF | 25,181 CHF | 100.00% | 100.00% |
08/07/2024 | 3.25% | 0.31 CHF | 0.32 CHF | 170,000 | 75,000 | 170,000 | 75,000 | 51,520 CHF | 23,479 CHF | 100.00% | 100.00% |
05/07/2024 | 3.22% | 0.30 CHF | 0.31 CHF | 170,000 | 75,000 | 170,000 | 75,000 | 52,031 CHF | 23,705 CHF | 98.98% | 98.98% |
04/07/2024 | 3.29% | 0.30 CHF | 0.31 CHF | 170,000 | 75,000 | 170,960 | 75,000 | 51,115 CHF | 23,178 CHF | 100.00% | 100.00% |
03/07/2024 | 3.28% | 0.30 CHF | 0.31 CHF | 170,000 | 75,000 | 170,370 | 75,000 | 51,044 CHF | 23,222 CHF | 100.00% | 100.00% |
02/07/2024 | 3.29% | 0.30 CHF | 0.31 CHF | 170,000 | 75,000 | 170,811 | 75,000 | 51,097 CHF | 23,189 CHF | 100.00% | 100.00% |