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 | 3.03% | 0.32 CHF | 0.33 CHF | 290,000 | 290,000 | 290,000 | 290,000 | 94,430 CHF | 97,330 CHF | 100.00% | 100.00% |
12/07/2024 | 2.69% | 0.36 CHF | 0.37 CHF | 290,000 | 290,000 | 294,017 | 294,017 | 107,923 CHF | 110,863 CHF | 100.00% | 100.00% |
11/07/2024 | 2.52% | 0.39 CHF | 0.40 CHF | 300,000 | 300,000 | 299,830 | 299,830 | 117,604 CHF | 120,604 CHF | 99.99% | 99.99% |
10/07/2024 | 2.25% | 0.41 CHF | 0.42 CHF | 300,000 | 300,000 | 300,012 | 300,012 | 131,849 CHF | 134,849 CHF | 100.00% | 100.00% |
09/07/2024 | 2.19% | 0.46 CHF | 0.47 CHF | 310,000 | 310,000 | 305,575 | 305,575 | 138,682 CHF | 141,741 CHF | 99.74% | 99.74% |
08/07/2024 | 2.09% | 0.47 CHF | 0.48 CHF | 310,000 | 310,000 | 310,000 | 310,000 | 146,641 CHF | 149,741 CHF | 99.27% | 99.27% |
05/07/2024 | 2.17% | 0.47 CHF | 0.48 CHF | 310,000 | 310,000 | 305,924 | 305,924 | 139,545 CHF | 142,604 CHF | 100.00% | 100.00% |
04/07/2024 | 2.03% | 0.48 CHF | 0.49 CHF | 310,000 | 310,000 | 310,000 | 310,000 | 151,228 CHF | 154,328 CHF | 99.55% | 99.55% |
03/07/2024 | 2.26% | 0.45 CHF | 0.46 CHF | 300,000 | 300,000 | 300,108 | 300,108 | 131,464 CHF | 134,465 CHF | 100.00% | 100.00% |
02/07/2024 | 2.30% | 0.42 CHF | 0.43 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 129,228 CHF | 132,228 CHF | 100.00% | 100.00% |