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 | 2.41% | 0.40 CHF | 0.41 CHF | 130,000 | 75,000 | 125,734 | 75,000 | 51,550 CHF | 31,529 CHF | 98.72% | 98.72% |
12/07/2024 | 2.47% | 0.44 CHF | 0.45 CHF | 120,000 | 75,000 | 129,902 | 75,000 | 52,039 CHF | 30,849 CHF | 99.38% | 99.38% |
11/07/2024 | 2.60% | 0.41 CHF | 0.42 CHF | 130,000 | 75,000 | 135,990 | 75,000 | 51,571 CHF | 29,239 CHF | 70.18% | 70.18% |
10/07/2024 | 2.94% | 0.34 CHF | 0.35 CHF | 146,780 | 75,000 | 146,652 | 75,000 | 49,262 CHF | 25,945 CHF | 100.00% | 100.00% |
09/07/2024 | 2.78% | 0.36 CHF | 0.37 CHF | 145,638 | 75,000 | 142,305 | 75,000 | 50,401 CHF | 27,325 CHF | 11.55% | 11.55% |
08/07/2024 | 2.75% | 0.36 CHF | 0.37 CHF | 145,427 | 75,000 | 141,716 | 75,000 | 50,881 CHF | 27,707 CHF | 66.75% | 66.75% |
05/07/2024 | 2.41% | 0.39 CHF | 0.40 CHF | 130,000 | 75,000 | 126,790 | 75,000 | 51,951 CHF | 31,532 CHF | 99.62% | 99.62% |
04/07/2024 | 2.50% | 0.39 CHF | 0.40 CHF | 130,000 | 75,000 | 131,499 | 75,000 | 51,892 CHF | 30,359 CHF | 100.00% | 100.00% |
03/07/2024 | 2.77% | 0.36 CHF | 0.37 CHF | 146,428 | 75,000 | 141,842 | 75,000 | 50,563 CHF | 27,507 CHF | 60.03% | 60.03% |
02/07/2024 | 3.41% | 0.30 CHF | 0.31 CHF | 149,458 | 75,000 | 150,013 | 75,000 | 43,314 CHF | 22,407 CHF | 100.00% | 100.00% |