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 | 3.29% | 0.32 CHF | 0.33 CHF | 160,000 | 50,000 | 154,348 | 50,000 | 51,945 CHF | 17,410 CHF | 99.00% | 99.00% |
12/07/2024 | 2.83% | 0.36 CHF | 0.37 CHF | 140,000 | 50,000 | 140,751 | 50,000 | 50,721 CHF | 18,538 CHF | 98.77% | 98.77% |
11/07/2024 | 2.81% | 0.36 CHF | 0.37 CHF | 140,000 | 50,000 | 139,522 | 50,000 | 52,353 CHF | 19,299 CHF | 99.09% | 99.09% |
10/07/2024 | 2.91% | 0.36 CHF | 0.37 CHF | 140,000 | 50,000 | 141,393 | 50,000 | 50,926 CHF | 18,545 CHF | 100.00% | 100.00% |
09/07/2024 | 2.92% | 0.35 CHF | 0.36 CHF | 150,000 | 50,000 | 137,171 | 50,000 | 52,045 CHF | 19,544 CHF | 100.00% | 100.00% |
08/07/2024 | 2.66% | 0.40 CHF | 0.41 CHF | 130,000 | 50,000 | 130,627 | 50,000 | 51,998 CHF | 20,458 CHF | 100.00% | 100.00% |
05/07/2024 | 2.97% | 0.36 CHF | 0.37 CHF | 140,000 | 50,000 | 149,377 | 50,000 | 51,854 CHF | 17,912 CHF | 98.86% | 98.86% |
04/07/2024 | 3.31% | 0.31 CHF | 0.32 CHF | 170,000 | 50,000 | 160,782 | 50,000 | 52,159 CHF | 16,770 CHF | 100.00% | 100.00% |
03/07/2024 | 3.17% | 0.32 CHF | 0.33 CHF | 160,000 | 50,000 | 163,467 | 50,000 | 51,753 CHF | 16,347 CHF | 99.82% | 99.82% |
02/07/2024 | 3.27% | 0.33 CHF | 0.34 CHF | 160,000 | 50,000 | 167,637 | 50,000 | 51,926 CHF | 16,010 CHF | 100.00% | 100.00% |