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 | 3.16% | 0.27 CHF | 0.28 CHF | 190,000 | 100,000 | 166,308 | 100,000 | 51,856 CHF | 32,294 CHF | 99.72% | 99.72% |
12/07/2024 | 3.30% | 0.34 CHF | 0.35 CHF | 150,000 | 100,000 | 172,460 | 100,000 | 51,485 CHF | 31,014 CHF | 93.68% | 93.68% |
11/07/2024 | 4.17% | 0.27 CHF | 0.28 CHF | 195,536 | 100,000 | 197,060 | 100,000 | 46,318 CHF | 24,509 CHF | 97.52% | 97.52% |
10/07/2024 | 4.47% | 0.24 CHF | 0.25 CHF | 197,626 | 100,000 | 198,087 | 100,000 | 43,368 CHF | 22,895 CHF | 98.75% | 98.75% |
09/07/2024 | 4.10% | 0.24 CHF | 0.25 CHF | 197,274 | 100,000 | 197,179 | 100,000 | 47,155 CHF | 24,917 CHF | 100.00% | 100.00% |
08/07/2024 | 3.94% | 0.24 CHF | 0.25 CHF | 196,947 | 100,000 | 196,398 | 100,000 | 48,912 CHF | 25,906 CHF | 94.66% | 94.66% |
05/07/2024 | 3.61% | 0.24 CHF | 0.25 CHF | 197,123 | 100,000 | 184,987 | 100,000 | 50,439 CHF | 28,323 CHF | 94.63% | 94.63% |
04/07/2024 | 4.20% | 0.26 CHF | 0.27 CHF | 196,999 | 100,000 | 198,160 | 100,000 | 46,293 CHF | 24,363 CHF | 98.92% | 98.92% |
03/07/2024 | 4.33% | 0.22 CHF | 0.23 CHF | 198,610 | 100,000 | 198,971 | 100,000 | 45,059 CHF | 23,648 CHF | 98.89% | 98.89% |
02/07/2024 | 5.49% | 0.21 CHF | 0.22 CHF | 200,000 | 100,000 | 201,423 | 100,000 | 35,912 CHF | 18,833 CHF | 98.91% | 98.91% |