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% | 0.31 CHF | 0.32 CHF | 170,000 | 100,000 | 164,050 | 100,000 | 51,887 CHF | 32,655 CHF | 99.66% | 99.66% |
12/07/2024 | 3.01% | 0.33 CHF | 0.34 CHF | 160,000 | 100,000 | 160,476 | 100,000 | 52,437 CHF | 33,681 CHF | 99.01% | 99.01% |
11/07/2024 | 2.92% | 0.34 CHF | 0.35 CHF | 150,000 | 100,000 | 153,065 | 100,000 | 51,669 CHF | 34,870 CHF | 99.09% | 99.09% |
10/07/2024 | 2.89% | 0.35 CHF | 0.36 CHF | 150,000 | 100,000 | 151,956 | 100,000 | 51,861 CHF | 35,148 CHF | 100.00% | 100.00% |
09/07/2024 | 2.65% | 0.35 CHF | 0.36 CHF | 150,000 | 100,000 | 139,018 | 100,000 | 51,690 CHF | 38,204 CHF | 100.00% | 100.00% |
08/07/2024 | 2.46% | 0.38 CHF | 0.39 CHF | 140,000 | 100,000 | 130,064 | 100,000 | 52,159 CHF | 41,104 CHF | 100.00% | 100.00% |
05/07/2024 | 2.47% | 0.40 CHF | 0.41 CHF | 130,000 | 100,000 | 130,015 | 100,000 | 52,084 CHF | 41,061 CHF | 98.98% | 98.98% |
04/07/2024 | 2.60% | 0.39 CHF | 0.40 CHF | 130,000 | 100,000 | 139,179 | 100,000 | 52,874 CHF | 38,996 CHF | 100.00% | 100.00% |
03/07/2024 | 2.95% | 0.36 CHF | 0.37 CHF | 140,000 | 100,000 | 155,526 | 100,000 | 51,933 CHF | 34,484 CHF | 99.99% | 99.99% |
02/07/2024 | 3.58% | 0.29 CHF | 0.30 CHF | 180,000 | 100,000 | 186,536 | 100,000 | 51,171 CHF | 28,505 CHF | 100.00% | 100.00% |