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 | 3.81% | 0.39 CHF | 0.41 CHF | 130,000 | 7,500 | 117,878 | 7,500 | 52,220 CHF | 3,459 CHF | 95.22% | 95.22% |
12/07/2024 | 3.68% | 0.47 CHF | 0.48 CHF | 110,000 | 7,500 | 107,117 | 7,500 | 51,549 CHF | 3,749 CHF | 99.01% | 99.01% |
11/07/2024 | 3.53% | 0.45 CHF | 0.47 CHF | 120,000 | 7,500 | 116,334 | 7,500 | 52,160 CHF | 3,488 CHF | 97.34% | 97.34% |
10/07/2024 | 4.78% | 0.37 CHF | 0.38 CHF | 140,000 | 7,500 | 146,904 | 7,500 | 51,695 CHF | 2,771 CHF | 100.00% | 100.00% |
09/07/2024 | 4.68% | 0.37 CHF | 0.39 CHF | 140,000 | 7,500 | 145,536 | 7,500 | 51,714 CHF | 2,795 CHF | 100.00% | 100.00% |
08/07/2024 | 4.72% | 0.36 CHF | 0.37 CHF | 140,000 | 7,500 | 146,041 | 7,500 | 51,639 CHF | 2,783 CHF | 93.45% | 93.45% |
05/07/2024 | 4.93% | 0.35 CHF | 0.37 CHF | 150,000 | 7,500 | 151,084 | 7,500 | 51,847 CHF | 2,708 CHF | 98.81% | 98.81% |
04/07/2024 | 4.84% | 0.33 CHF | 0.35 CHF | 160,000 | 7,500 | 161,751 | 7,500 | 52,110 CHF | 2,540 CHF | 100.00% | 100.00% |
03/07/2024 | 6.08% | 0.27 CHF | 0.28 CHF | 190,000 | 7,500 | 190,531 | 7,500 | 50,917 CHF | 2,135 CHF | 99.73% | 99.73% |
02/07/2024 | 5.97% | 0.26 CHF | 0.27 CHF | 200,000 | 7,500 | 201,601 | 7,500 | 50,825 CHF | 2,008 CHF | 100.00% | 100.00% |