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 | 2.98% | 0.32 CHF | 0.33 CHF | 142,955 | 75,000 | 142,438 | 75,000 | 47,086 CHF | 25,545 CHF | 90.20% | 90.20% |
12/07/2024 | 3.10% | 0.36 CHF | 0.37 CHF | 141,534 | 75,000 | 143,392 | 75,000 | 45,687 CHF | 24,651 CHF | 89.27% | 89.27% |
11/07/2024 | 3.33% | 0.33 CHF | 0.34 CHF | 142,365 | 75,000 | 144,635 | 75,000 | 42,802 CHF | 22,956 CHF | 99.15% | 99.15% |
10/07/2024 | 3.81% | 0.27 CHF | 0.28 CHF | 146,465 | 75,000 | 146,604 | 75,000 | 37,777 CHF | 20,078 CHF | 100.00% | 100.00% |
09/07/2024 | 3.57% | 0.24 CHF | 0.25 CHF | 147,125 | 75,000 | 145,670 | 75,000 | 40,221 CHF | 21,464 CHF | 100.00% | 100.00% |
08/07/2024 | 3.50% | 0.28 CHF | 0.29 CHF | 145,551 | 75,000 | 145,203 | 75,000 | 40,794 CHF | 21,826 CHF | 100.00% | 100.00% |
05/07/2024 | 2.96% | 0.31 CHF | 0.32 CHF | 144,447 | 75,000 | 143,201 | 75,000 | 47,717 CHF | 25,747 CHF | 99.62% | 99.62% |
04/07/2024 | 3.11% | 0.31 CHF | 0.32 CHF | 144,746 | 75,000 | 144,307 | 75,000 | 45,661 CHF | 24,482 CHF | 100.00% | 100.00% |
03/07/2024 | 3.49% | 0.30 CHF | 0.31 CHF | 145,359 | 75,000 | 146,366 | 75,000 | 41,332 CHF | 21,933 CHF | 99.73% | 99.73% |
02/07/2024 | 4.64% | 0.22 CHF | 0.23 CHF | 149,227 | 75,000 | 150,047 | 75,000 | 31,671 CHF | 16,583 CHF | 100.00% | 100.00% |