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% | 0.26 CHF | 0.27 CHF | 142,973 | 75,000 | 142,319 | 75,000 | 35,664 CHF | 19,542 CHF | 98.72% | 98.72% |
12/07/2024 | 3.75% | 0.23 CHF | 0.24 CHF | 141,248 | 75,000 | 143,164 | 75,000 | 37,664 CHF | 20,473 CHF | 99.38% | 99.38% |
11/07/2024 | 3.40% | 0.25 CHF | 0.26 CHF | 142,447 | 75,000 | 144,602 | 75,000 | 42,064 CHF | 22,556 CHF | 98.04% | 98.04% |
10/07/2024 | 3.00% | 0.32 CHF | 0.33 CHF | 146,568 | 75,000 | 146,657 | 75,000 | 48,188 CHF | 25,392 CHF | 100.00% | 100.00% |
09/07/2024 | 3.18% | 0.34 CHF | 0.35 CHF | 146,906 | 75,000 | 145,706 | 75,000 | 45,259 CHF | 24,041 CHF | 100.00% | 100.00% |
08/07/2024 | 3.22% | 0.31 CHF | 0.32 CHF | 145,696 | 75,000 | 145,184 | 75,000 | 44,468 CHF | 23,718 CHF | 100.00% | 100.00% |
05/07/2024 | 3.85% | 0.28 CHF | 0.29 CHF | 144,489 | 75,000 | 143,194 | 75,000 | 36,588 CHF | 19,908 CHF | 99.55% | 99.55% |
04/07/2024 | 3.59% | 0.28 CHF | 0.29 CHF | 144,746 | 75,000 | 144,307 | 75,000 | 39,480 CHF | 21,268 CHF | 100.00% | 100.00% |
03/07/2024 | 3.20% | 0.29 CHF | 0.30 CHF | 145,359 | 75,000 | 146,366 | 75,000 | 45,024 CHF | 23,817 CHF | 99.73% | 99.73% |
02/07/2024 | 2.61% | 0.37 CHF | 0.38 CHF | 140,000 | 75,000 | 137,364 | 75,000 | 52,017 CHF | 29,168 CHF | 100.00% | 100.00% |