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 | 3.11% | 0.30 CHF | 0.32 CHF | 170,000 | 75,000 | 154,150 | 75,000 | 52,012 CHF | 26,149 CHF | 98.73% | 98.73% |
12/07/2024 | 3.05% | 0.35 CHF | 0.36 CHF | 150,000 | 75,000 | 160,150 | 75,000 | 51,644 CHF | 24,968 CHF | 98.60% | 98.60% |
11/07/2024 | 3.21% | 0.31 CHF | 0.32 CHF | 170,000 | 75,000 | 169,616 | 75,000 | 51,932 CHF | 23,725 CHF | 98.86% | 98.86% |
10/07/2024 | 3.35% | 0.30 CHF | 0.31 CHF | 170,000 | 75,000 | 176,147 | 75,000 | 51,708 CHF | 22,785 CHF | 99.38% | 99.38% |
09/07/2024 | 3.66% | 0.25 CHF | 0.26 CHF | 200,000 | 75,000 | 190,497 | 75,000 | 51,047 CHF | 20,895 CHF | 100.00% | 100.00% |
08/07/2024 | 3.41% | 0.28 CHF | 0.29 CHF | 180,000 | 75,000 | 178,419 | 75,000 | 51,401 CHF | 22,368 CHF | 97.26% | 97.26% |
05/07/2024 | 3.21% | 0.28 CHF | 0.29 CHF | 180,000 | 75,000 | 169,405 | 75,000 | 51,965 CHF | 23,804 CHF | 99.62% | 99.62% |
04/07/2024 | 3.25% | 0.30 CHF | 0.31 CHF | 170,000 | 75,000 | 171,094 | 75,000 | 51,787 CHF | 23,477 CHF | 100.00% | 100.00% |
03/07/2024 | 3.49% | 0.28 CHF | 0.29 CHF | 180,000 | 75,000 | 181,552 | 75,000 | 51,167 CHF | 21,949 CHF | 99.72% | 99.72% |
02/07/2024 | 4.73% | 0.22 CHF | 0.23 CHF | 226,966 | 75,000 | 227,627 | 75,000 | 47,024 CHF | 16,244 CHF | 100.00% | 100.00% |