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 | 3.64% | 0.29 CHF | 0.30 CHF | 280,000 | 280,000 | 279,240 | 279,240 | 75,544 CHF | 78,336 CHF | 99.99% | 99.99% |
12/07/2024 | 3.25% | 0.23 CHF | 0.24 CHF | 280,000 | 280,000 | 283,001 | 283,001 | 86,492 CHF | 89,322 CHF | 100.00% | 100.00% |
11/07/2024 | 2.69% | 0.34 CHF | 0.35 CHF | 290,000 | 290,000 | 288,500 | 288,500 | 106,047 CHF | 108,934 CHF | 100.00% | 100.00% |
10/07/2024 | 2.40% | 0.38 CHF | 0.39 CHF | 290,000 | 290,000 | 292,818 | 292,818 | 120,758 CHF | 123,687 CHF | 100.00% | 100.00% |
09/07/2024 | 2.40% | 0.45 CHF | 0.46 CHF | 300,000 | 300,000 | 292,848 | 292,848 | 120,808 CHF | 123,737 CHF | 99.70% | 99.70% |
08/07/2024 | 2.79% | 0.36 CHF | 0.37 CHF | 290,000 | 290,000 | 288,795 | 288,795 | 101,927 CHF | 104,815 CHF | 99.26% | 99.26% |
05/07/2024 | 3.00% | 0.37 CHF | 0.38 CHF | 290,000 | 290,000 | 284,906 | 284,906 | 94,039 CHF | 96,889 CHF | 100.00% | 100.00% |
04/07/2024 | 2.68% | 0.36 CHF | 0.37 CHF | 290,000 | 290,000 | 288,799 | 288,799 | 106,460 CHF | 109,348 CHF | 99.59% | 99.59% |
03/07/2024 | 2.53% | 0.37 CHF | 0.38 CHF | 290,000 | 290,000 | 290,662 | 290,662 | 113,687 CHF | 116,594 CHF | 100.00% | 100.00% |
02/07/2024 | 2.43% | 0.41 CHF | 0.42 CHF | 295,000 | 295,000 | 293,783 | 293,783 | 119,474 CHF | 122,412 CHF | 99.99% | 99.99% |