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 | 3.38% | 0.28 CHF | 0.29 CHF | 180,000 | 100,000 | 177,677 | 100,000 | 51,711 CHF | 30,129 CHF | 99.66% | 99.66% |
12/07/2024 | 3.26% | 0.31 CHF | 0.32 CHF | 170,000 | 100,000 | 171,091 | 100,000 | 51,686 CHF | 31,218 CHF | 99.01% | 99.01% |
11/07/2024 | 3.15% | 0.31 CHF | 0.32 CHF | 170,000 | 100,000 | 166,738 | 100,000 | 52,057 CHF | 32,311 CHF | 99.09% | 99.09% |
10/07/2024 | 3.11% | 0.33 CHF | 0.34 CHF | 160,000 | 100,000 | 163,295 | 100,000 | 51,610 CHF | 32,628 CHF | 100.00% | 100.00% |
09/07/2024 | 2.84% | 0.32 CHF | 0.33 CHF | 160,000 | 100,000 | 148,244 | 100,000 | 51,382 CHF | 35,707 CHF | 100.00% | 100.00% |
08/07/2024 | 2.63% | 0.36 CHF | 0.37 CHF | 140,000 | 100,000 | 139,732 | 100,000 | 52,546 CHF | 38,607 CHF | 100.00% | 100.00% |
05/07/2024 | 2.64% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 139,604 | 100,000 | 52,150 CHF | 38,360 CHF | 98.98% | 98.98% |
04/07/2024 | 2.78% | 0.36 CHF | 0.37 CHF | 140,000 | 100,000 | 144,627 | 100,000 | 51,368 CHF | 36,535 CHF | 100.00% | 100.00% |
03/07/2024 | 3.18% | 0.34 CHF | 0.35 CHF | 150,000 | 100,000 | 167,276 | 100,000 | 51,850 CHF | 32,081 CHF | 99.99% | 99.99% |
02/07/2024 | 3.92% | 0.27 CHF | 0.28 CHF | 190,000 | 100,000 | 202,317 | 100,000 | 50,745 CHF | 26,141 CHF | 98.51% | 98.51% |