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 | 3.20% | 0.30 CHF | 0.31 CHF | 163,486 | 50,000 | 160,891 | 50,000 | 49,474 CHF | 15,883 CHF | 97.23% | 97.23% |
12/07/2024 | 3.43% | 0.32 CHF | 0.33 CHF | 158,193 | 50,000 | 167,868 | 50,000 | 48,146 CHF | 14,852 CHF | 94.91% | 94.91% |
11/07/2024 | 3.69% | 0.29 CHF | 0.30 CHF | 169,153 | 75,000 | 176,535 | 75,000 | 47,014 CHF | 20,736 CHF | 99.15% | 99.15% |
10/07/2024 | 4.22% | 0.26 CHF | 0.27 CHF | 183,323 | 75,000 | 192,819 | 75,000 | 44,783 CHF | 18,188 CHF | 100.00% | 100.00% |
09/07/2024 | 3.72% | 0.24 CHF | 0.25 CHF | 185,671 | 75,000 | 177,621 | 75,000 | 46,921 CHF | 20,581 CHF | 100.00% | 100.00% |
08/07/2024 | 3.54% | 0.27 CHF | 0.28 CHF | 175,558 | 50,000 | 174,597 | 50,000 | 48,477 CHF | 14,384 CHF | 100.00% | 100.00% |
05/07/2024 | 3.00% | 0.29 CHF | 0.30 CHF | 170,000 | 50,000 | 156,839 | 50,000 | 51,584 CHF | 16,961 CHF | 38.41% | 38.41% |
04/07/2024 | 3.24% | 0.31 CHF | 0.32 CHF | 167,930 | 50,000 | 168,915 | 50,000 | 51,304 CHF | 15,687 CHF | 98.33% | 98.33% |
03/07/2024 | 3.48% | 0.30 CHF | 0.31 CHF | 177,957 | 75,000 | 178,931 | 75,000 | 50,599 CHF | 21,961 CHF | 61.82% | 61.82% |
02/07/2024 | 3.78% | 0.27 CHF | 0.28 CHF | 184,026 | 50,000 | 187,228 | 50,000 | 48,647 CHF | 13,493 CHF | 81.35% | 81.35% |