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 | 3.70% | 0.28 CHF | 0.29 CHF | 280,000 | 280,000 | 279,240 | 279,240 | 74,343 CHF | 77,135 CHF | 100.00% | 100.00% |
12/07/2024 | 3.27% | 0.23 CHF | 0.24 CHF | 280,000 | 280,000 | 283,001 | 283,001 | 85,711 CHF | 88,541 CHF | 100.00% | 100.00% |
11/07/2024 | 2.72% | 0.33 CHF | 0.34 CHF | 290,000 | 290,000 | 288,496 | 288,496 | 104,759 CHF | 107,645 CHF | 99.88% | 99.88% |
10/07/2024 | 2.42% | 0.38 CHF | 0.39 CHF | 290,000 | 290,000 | 292,818 | 292,818 | 119,583 CHF | 122,512 CHF | 100.00% | 100.00% |
09/07/2024 | 2.43% | 0.45 CHF | 0.46 CHF | 300,000 | 300,000 | 292,901 | 292,901 | 119,331 CHF | 122,260 CHF | 99.74% | 99.74% |
08/07/2024 | 2.83% | 0.36 CHF | 0.37 CHF | 290,000 | 290,000 | 288,796 | 288,796 | 100,768 CHF | 103,656 CHF | 99.32% | 99.32% |
05/07/2024 | 3.03% | 0.36 CHF | 0.37 CHF | 290,000 | 290,000 | 284,906 | 284,906 | 92,973 CHF | 95,822 CHF | 99.98% | 99.98% |
04/07/2024 | 2.70% | 0.35 CHF | 0.36 CHF | 290,000 | 290,000 | 288,800 | 288,800 | 105,391 CHF | 108,279 CHF | 99.63% | 99.63% |
03/07/2024 | 2.56% | 0.37 CHF | 0.38 CHF | 290,000 | 290,000 | 290,661 | 290,661 | 112,289 CHF | 115,196 CHF | 99.97% | 99.97% |
02/07/2024 | 2.46% | 0.40 CHF | 0.41 CHF | 295,000 | 295,000 | 293,784 | 293,784 | 118,232 CHF | 121,170 CHF | 100.00% | 100.00% |