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 | 2.40% | 0.40 CHF | 0.41 CHF | 130,000 | 75,000 | 125,727 | 75,000 | 51,793 CHF | 31,677 CHF | 98.72% | 98.72% |
12/07/2024 | 2.45% | 0.44 CHF | 0.45 CHF | 120,000 | 75,000 | 129,426 | 75,000 | 52,224 CHF | 31,065 CHF | 99.38% | 99.38% |
11/07/2024 | 2.60% | 0.41 CHF | 0.42 CHF | 130,000 | 75,000 | 136,103 | 75,000 | 51,690 CHF | 29,281 CHF | 77.88% | 77.88% |
10/07/2024 | 2.92% | 0.35 CHF | 0.36 CHF | 146,465 | 75,000 | 146,604 | 75,000 | 49,506 CHF | 26,078 CHF | 100.00% | 100.00% |
09/07/2024 | 2.78% | 0.36 CHF | 0.37 CHF | 145,789 | 75,000 | 142,088 | 75,000 | 50,421 CHF | 27,375 CHF | 10.86% | 10.86% |
08/07/2024 | 2.73% | 0.36 CHF | 0.37 CHF | 145,631 | 75,000 | 140,605 | 75,000 | 50,850 CHF | 27,914 CHF | 68.55% | 68.55% |
05/07/2024 | 2.39% | 0.39 CHF | 0.40 CHF | 130,000 | 75,000 | 124,176 | 75,000 | 51,236 CHF | 31,747 CHF | 99.62% | 99.62% |
04/07/2024 | 2.49% | 0.39 CHF | 0.40 CHF | 130,000 | 75,000 | 130,846 | 75,000 | 51,857 CHF | 30,482 CHF | 100.00% | 100.00% |
03/07/2024 | 2.75% | 0.36 CHF | 0.37 CHF | 146,466 | 75,000 | 141,676 | 75,000 | 50,762 CHF | 27,641 CHF | 67.54% | 67.54% |
02/07/2024 | 3.38% | 0.30 CHF | 0.31 CHF | 149,227 | 75,000 | 150,047 | 75,000 | 43,675 CHF | 22,583 CHF | 100.00% | 100.00% |