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 | 3.92% | 0.28 CHF | 0.29 CHF | 180,000 | 75,000 | 202,357 | 75,000 | 50,673 CHF | 19,616 CHF | 38.83% | 38.83% |
12/07/2024 | 3.73% | 0.24 CHF | 0.25 CHF | 217,065 | 75,000 | 194,576 | 75,000 | 51,174 CHF | 20,518 CHF | 98.68% | 98.68% |
11/07/2024 | 3.51% | 0.27 CHF | 0.28 CHF | 190,000 | 75,000 | 182,876 | 75,000 | 51,239 CHF | 21,779 CHF | 99.15% | 99.15% |
10/07/2024 | 3.35% | 0.29 CHF | 0.30 CHF | 180,000 | 75,000 | 175,010 | 75,000 | 51,339 CHF | 22,774 CHF | 99.38% | 99.38% |
09/07/2024 | 3.09% | 0.34 CHF | 0.35 CHF | 150,000 | 75,000 | 163,073 | 75,000 | 51,939 CHF | 24,680 CHF | 100.00% | 100.00% |
08/07/2024 | 3.28% | 0.30 CHF | 0.31 CHF | 170,000 | 75,000 | 171,933 | 75,000 | 51,568 CHF | 23,255 CHF | 100.00% | 100.00% |
05/07/2024 | 3.67% | 0.32 CHF | 0.33 CHF | 160,000 | 75,000 | 180,628 | 75,000 | 51,101 CHF | 22,067 CHF | 99.62% | 99.62% |
04/07/2024 | 3.41% | 0.29 CHF | 0.30 CHF | 180,000 | 75,000 | 177,496 | 75,000 | 51,246 CHF | 22,426 CHF | 100.00% | 100.00% |
03/07/2024 | 3.20% | 0.31 CHF | 0.32 CHF | 170,000 | 75,000 | 168,373 | 75,000 | 51,841 CHF | 23,899 CHF | 99.73% | 99.73% |
02/07/2024 | 2.56% | 0.38 CHF | 0.39 CHF | 140,000 | 75,000 | 135,663 | 75,000 | 52,231 CHF | 29,642 CHF | 100.00% | 100.00% |