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 | 2.97% | 0.32 CHF | 0.33 CHF | 160,000 | 50,000 | 156,010 | 50,000 | 51,667 CHF | 17,073 CHF | 98.72% | 98.72% |
12/07/2024 | 3.12% | 0.34 CHF | 0.35 CHF | 150,000 | 50,000 | 164,793 | 50,000 | 51,972 CHF | 16,291 CHF | 99.38% | 99.38% |
11/07/2024 | 3.35% | 0.32 CHF | 0.33 CHF | 160,000 | 75,000 | 176,043 | 75,000 | 51,729 CHF | 22,804 CHF | 86.22% | 86.22% |
10/07/2024 | 3.68% | 0.29 CHF | 0.30 CHF | 180,000 | 75,000 | 193,192 | 75,000 | 51,504 CHF | 20,767 CHF | 100.00% | 100.00% |
09/07/2024 | 3.35% | 0.27 CHF | 0.28 CHF | 190,000 | 75,000 | 174,877 | 75,000 | 51,385 CHF | 22,809 CHF | 100.00% | 100.00% |
08/07/2024 | 3.25% | 0.30 CHF | 0.31 CHF | 170,000 | 50,000 | 169,269 | 50,000 | 51,314 CHF | 15,661 CHF | 100.00% | 100.00% |
05/07/2024 | 2.85% | 0.32 CHF | 0.33 CHF | 160,000 | 50,000 | 150,410 | 50,000 | 51,971 CHF | 17,804 CHF | 99.62% | 99.62% |
04/07/2024 | 3.04% | 0.33 CHF | 0.34 CHF | 160,000 | 50,000 | 160,041 | 50,000 | 51,853 CHF | 16,700 CHF | 100.00% | 100.00% |
03/07/2024 | 3.21% | 0.32 CHF | 0.33 CHF | 160,000 | 75,000 | 169,071 | 75,000 | 51,785 CHF | 23,732 CHF | 99.73% | 99.73% |
02/07/2024 | 3.48% | 0.29 CHF | 0.30 CHF | 180,000 | 50,000 | 180,861 | 50,000 | 51,119 CHF | 14,635 CHF | 98.23% | 98.23% |