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 | 3.46% | 0.26 CHF | 0.27 CHF | 145,512 | 75,000 | 144,167 | 75,000 | 41,136 CHF | 22,158 CHF | 99.61% | 99.61% |
12/07/2024 | 3.46% | 0.28 CHF | 0.29 CHF | 144,309 | 75,000 | 144,617 | 75,000 | 41,105 CHF | 22,069 CHF | 99.01% | 99.01% |
11/07/2024 | 3.33% | 0.31 CHF | 0.32 CHF | 142,829 | 75,000 | 144,203 | 75,000 | 42,658 CHF | 22,941 CHF | 93.88% | 93.88% |
10/07/2024 | 3.82% | 0.26 CHF | 0.27 CHF | 146,195 | 75,000 | 146,101 | 75,000 | 37,586 CHF | 20,048 CHF | 100.00% | 100.00% |
09/07/2024 | 3.09% | 0.29 CHF | 0.30 CHF | 144,573 | 75,000 | 143,309 | 75,000 | 45,758 CHF | 24,701 CHF | 100.00% | 100.00% |
08/07/2024 | 2.97% | 0.34 CHF | 0.35 CHF | 142,107 | 75,000 | 142,304 | 75,000 | 47,305 CHF | 25,689 CHF | 85.65% | 85.65% |
05/07/2024 | 3.05% | 0.32 CHF | 0.33 CHF | 143,549 | 75,000 | 143,251 | 75,000 | 46,313 CHF | 25,002 CHF | 98.69% | 98.69% |
04/07/2024 | 3.06% | 0.33 CHF | 0.34 CHF | 143,134 | 75,000 | 143,659 | 75,000 | 46,307 CHF | 24,927 CHF | 87.44% | 87.44% |
03/07/2024 | 3.24% | 0.32 CHF | 0.33 CHF | 143,620 | 75,000 | 144,904 | 75,000 | 44,011 CHF | 23,535 CHF | 99.95% | 99.95% |
02/07/2024 | 4.16% | 0.27 CHF | 0.28 CHF | 146,807 | 75,000 | 148,213 | 75,000 | 35,014 CHF | 18,473 CHF | 100.00% | 100.00% |