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 | 3.61% | 0.28 CHF | 0.29 CHF | 180,000 | 100,000 | 188,155 | 100,000 | 51,121 CHF | 28,200 CHF | 99.66% | 99.66% |
12/07/2024 | 3.73% | 0.26 CHF | 0.27 CHF | 200,000 | 100,000 | 196,808 | 100,000 | 51,767 CHF | 27,319 CHF | 99.01% | 99.01% |
11/07/2024 | 3.96% | 0.26 CHF | 0.27 CHF | 200,000 | 100,000 | 199,564 | 100,000 | 49,454 CHF | 25,852 CHF | 81.88% | 81.88% |
10/07/2024 | 3.91% | 0.24 CHF | 0.25 CHF | 207,211 | 100,000 | 200,666 | 100,000 | 50,318 CHF | 26,095 CHF | 94.18% | 94.18% |
09/07/2024 | 4.45% | 0.25 CHF | 0.26 CHF | 200,000 | 100,000 | 204,263 | 100,000 | 45,042 CHF | 23,048 CHF | 100.00% | 100.00% |
08/07/2024 | 5.07% | 0.21 CHF | 0.22 CHF | 202,793 | 100,000 | 201,377 | 100,000 | 38,750 CHF | 20,241 CHF | 100.00% | 100.00% |
05/07/2024 | 5.05% | 0.19 CHF | 0.20 CHF | 202,093 | 100,000 | 202,207 | 100,000 | 39,108 CHF | 20,339 CHF | 98.98% | 98.98% |
04/07/2024 | 4.58% | 0.21 CHF | 0.22 CHF | 204,325 | 100,000 | 204,523 | 100,000 | 43,676 CHF | 22,355 CHF | 100.00% | 100.00% |
03/07/2024 | 3.84% | 0.23 CHF | 0.24 CHF | 206,546 | 100,000 | 197,473 | 100,000 | 50,482 CHF | 26,636 CHF | 99.99% | 99.99% |
02/07/2024 | 3.12% | 0.30 CHF | 0.31 CHF | 170,000 | 100,000 | 163,927 | 100,000 | 51,799 CHF | 32,662 CHF | 100.00% | 100.00% |