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 | 3.43% | 0.27 CHF | 0.28 CHF | 190,000 | 100,000 | 178,863 | 100,000 | 51,310 CHF | 29,713 CHF | 88.33% | 88.33% |
12/07/2024 | 3.44% | 0.30 CHF | 0.31 CHF | 170,000 | 100,000 | 180,577 | 100,000 | 51,534 CHF | 29,580 CHF | 97.13% | 97.13% |
11/07/2024 | 3.80% | 0.27 CHF | 0.28 CHF | 190,000 | 100,000 | 198,877 | 100,000 | 51,302 CHF | 26,802 CHF | 98.95% | 98.95% |
10/07/2024 | 3.89% | 0.26 CHF | 0.27 CHF | 200,000 | 100,000 | 200,234 | 100,000 | 50,551 CHF | 26,248 CHF | 98.75% | 98.75% |
09/07/2024 | 3.74% | 0.26 CHF | 0.27 CHF | 200,000 | 100,000 | 197,414 | 100,000 | 51,784 CHF | 27,241 CHF | 100.00% | 100.00% |
08/07/2024 | 3.70% | 0.26 CHF | 0.27 CHF | 200,000 | 100,000 | 194,972 | 100,000 | 51,648 CHF | 27,503 CHF | 98.75% | 98.75% |
05/07/2024 | 3.54% | 0.26 CHF | 0.27 CHF | 200,000 | 100,000 | 183,233 | 100,000 | 50,883 CHF | 28,796 CHF | 98.35% | 98.35% |
04/07/2024 | 3.72% | 0.28 CHF | 0.29 CHF | 180,000 | 100,000 | 195,904 | 100,000 | 51,690 CHF | 27,408 CHF | 100.00% | 100.00% |
03/07/2024 | 3.73% | 0.26 CHF | 0.27 CHF | 200,000 | 100,000 | 196,773 | 100,000 | 51,774 CHF | 27,323 CHF | 98.93% | 98.93% |
02/07/2024 | 4.03% | 0.26 CHF | 0.27 CHF | 200,000 | 100,000 | 207,400 | 100,000 | 50,381 CHF | 25,310 CHF | 98.91% | 98.91% |