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 | 3.73% | 0.31 CHF | 0.32 CHF | 170,000 | 100,000 | 187,043 | 100,000 | 49,333 CHF | 27,450 CHF | 99.72% | 99.72% |
12/07/2024 | 3.52% | 0.24 CHF | 0.25 CHF | 192,279 | 100,000 | 181,180 | 100,000 | 50,675 CHF | 29,097 CHF | 97.14% | 97.14% |
11/07/2024 | 2.87% | 0.32 CHF | 0.33 CHF | 160,000 | 100,000 | 150,660 | 100,000 | 51,802 CHF | 35,423 CHF | 99.09% | 99.09% |
10/07/2024 | 2.73% | 0.34 CHF | 0.35 CHF | 150,000 | 100,000 | 142,745 | 100,000 | 51,502 CHF | 37,104 CHF | 98.75% | 98.75% |
09/07/2024 | 2.89% | 0.34 CHF | 0.35 CHF | 150,000 | 100,000 | 152,485 | 100,000 | 51,938 CHF | 35,084 CHF | 100.00% | 100.00% |
08/07/2024 | 2.94% | 0.35 CHF | 0.36 CHF | 150,000 | 100,000 | 154,560 | 100,000 | 51,837 CHF | 34,561 CHF | 98.75% | 98.75% |
05/07/2024 | 3.14% | 0.34 CHF | 0.35 CHF | 150,000 | 100,000 | 165,985 | 100,000 | 51,950 CHF | 32,356 CHF | 98.35% | 98.35% |
04/07/2024 | 2.80% | 0.33 CHF | 0.34 CHF | 160,000 | 100,000 | 146,404 | 100,000 | 51,485 CHF | 36,210 CHF | 100.00% | 100.00% |
03/07/2024 | 2.75% | 0.36 CHF | 0.37 CHF | 140,000 | 100,000 | 143,249 | 100,000 | 51,451 CHF | 36,946 CHF | 98.28% | 98.28% |
02/07/2024 | 2.42% | 0.38 CHF | 0.39 CHF | 140,000 | 100,000 | 127,092 | 100,000 | 51,807 CHF | 41,828 CHF | 98.91% | 98.91% |