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 | 3.71% | 0.25 CHF | 0.26 CHF | 200,000 | 75,000 | 192,769 | 75,000 | 51,001 CHF | 20,628 CHF | 89.89% | 89.89% |
12/07/2024 | 3.84% | 0.27 CHF | 0.28 CHF | 190,000 | 75,000 | 198,063 | 75,000 | 50,644 CHF | 19,940 CHF | 98.05% | 98.05% |
11/07/2024 | 3.79% | 0.27 CHF | 0.28 CHF | 190,000 | 75,000 | 198,490 | 75,000 | 51,386 CHF | 20,173 CHF | 91.55% | 91.55% |
10/07/2024 | 4.15% | 0.24 CHF | 0.25 CHF | 210,000 | 75,000 | 214,085 | 75,000 | 50,454 CHF | 18,444 CHF | 100.00% | 100.00% |
09/07/2024 | 3.58% | 0.25 CHF | 0.26 CHF | 200,000 | 75,000 | 185,967 | 75,000 | 50,957 CHF | 21,329 CHF | 99.46% | 99.46% |
08/07/2024 | 3.46% | 0.29 CHF | 0.30 CHF | 180,000 | 75,000 | 180,189 | 75,000 | 51,162 CHF | 22,074 CHF | 97.53% | 97.53% |
05/07/2024 | 3.53% | 0.27 CHF | 0.28 CHF | 190,000 | 75,000 | 184,881 | 75,000 | 51,436 CHF | 21,633 CHF | 95.74% | 95.74% |
04/07/2024 | 3.55% | 0.28 CHF | 0.29 CHF | 180,000 | 75,000 | 183,302 | 75,000 | 50,781 CHF | 21,538 CHF | 86.09% | 86.09% |
03/07/2024 | 3.65% | 0.28 CHF | 0.29 CHF | 180,000 | 75,000 | 189,670 | 75,000 | 50,986 CHF | 20,930 CHF | 92.95% | 92.95% |
02/07/2024 | 4.31% | 0.24 CHF | 0.25 CHF | 210,000 | 75,000 | 222,748 | 75,000 | 50,552 CHF | 17,794 CHF | 96.98% | 96.98% |