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 | 2.75% | 0.35 CHF | 0.36 CHF | 150,000 | 75,000 | 141,831 | 75,000 | 50,768 CHF | 27,605 CHF | 99.72% | 99.72% |
12/07/2024 | 2.85% | 0.35 CHF | 0.36 CHF | 150,000 | 75,000 | 150,000 | 75,000 | 51,963 CHF | 26,732 CHF | 99.01% | 99.01% |
11/07/2024 | 2.99% | 0.34 CHF | 0.35 CHF | 150,000 | 75,000 | 159,450 | 75,000 | 52,467 CHF | 25,439 CHF | 99.08% | 99.08% |
10/07/2024 | 3.18% | 0.32 CHF | 0.33 CHF | 160,000 | 75,000 | 169,853 | 75,000 | 52,614 CHF | 23,983 CHF | 100.00% | 100.00% |
09/07/2024 | 3.41% | 0.30 CHF | 0.31 CHF | 170,000 | 75,000 | 179,788 | 75,000 | 51,765 CHF | 22,345 CHF | 100.00% | 100.00% |
08/07/2024 | 3.72% | 0.27 CHF | 0.28 CHF | 190,000 | 75,000 | 196,034 | 75,000 | 51,722 CHF | 20,547 CHF | 100.00% | 100.00% |
05/07/2024 | 3.66% | 0.26 CHF | 0.27 CHF | 200,000 | 75,000 | 192,020 | 75,000 | 51,441 CHF | 20,849 CHF | 98.98% | 98.98% |
04/07/2024 | 3.78% | 0.26 CHF | 0.27 CHF | 200,000 | 75,000 | 199,713 | 75,000 | 51,877 CHF | 20,233 CHF | 100.00% | 100.00% |
03/07/2024 | 3.77% | 0.26 CHF | 0.27 CHF | 200,000 | 75,000 | 200,000 | 75,000 | 52,000 CHF | 20,250 CHF | 100.00% | 100.00% |
02/07/2024 | 3.78% | 0.26 CHF | 0.27 CHF | 200,000 | 75,000 | 200,000 | 75,000 | 51,866 CHF | 20,200 CHF | 100.00% | 100.00% |