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 | 3.95% | 0.23 CHF | 0.24 CHF | 210,812 | 100,000 | 203,797 | 100,000 | 50,689 CHF | 25,904 CHF | 15.94% | 15.94% |
12/07/2024 | 3.84% | 0.26 CHF | 0.27 CHF | 200,000 | 100,000 | 200,503 | 100,000 | 51,262 CHF | 26,571 CHF | 98.03% | 98.03% |
11/07/2024 | 3.65% | 0.26 CHF | 0.27 CHF | 200,000 | 100,000 | 189,452 | 100,000 | 51,032 CHF | 28,026 CHF | 85.30% | 85.30% |
10/07/2024 | 3.66% | 0.28 CHF | 0.29 CHF | 180,000 | 100,000 | 189,916 | 100,000 | 51,002 CHF | 27,888 CHF | 100.00% | 100.00% |
09/07/2024 | 3.28% | 0.28 CHF | 0.29 CHF | 180,000 | 100,000 | 173,082 | 100,000 | 51,900 CHF | 31,025 CHF | 100.00% | 100.00% |
08/07/2024 | 2.99% | 0.31 CHF | 0.32 CHF | 170,000 | 100,000 | 159,229 | 100,000 | 52,382 CHF | 33,916 CHF | 100.00% | 100.00% |
05/07/2024 | 2.99% | 0.33 CHF | 0.34 CHF | 160,000 | 100,000 | 158,970 | 100,000 | 52,420 CHF | 33,982 CHF | 98.98% | 98.98% |
04/07/2024 | 3.19% | 0.31 CHF | 0.32 CHF | 170,000 | 100,000 | 169,979 | 100,000 | 52,363 CHF | 31,806 CHF | 100.00% | 100.00% |
03/07/2024 | 3.73% | 0.29 CHF | 0.30 CHF | 180,000 | 100,000 | 194,413 | 100,000 | 51,124 CHF | 27,385 CHF | 99.15% | 99.15% |
02/07/2024 | 4.82% | 0.22 CHF | 0.23 CHF | 214,004 | 100,000 | 215,425 | 100,000 | 43,789 CHF | 21,338 CHF | 100.00% | 100.00% |