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 | 2.85% | 0.33 CHF | 0.34 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 77,714 CHF | 26,655 CHF | 99.27% | 99.27% |
12/07/2024 | 2.60% | 0.37 CHF | 0.38 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 85,538 CHF | 29,263 CHF | 99.27% | 99.27% |
11/07/2024 | 2.65% | 0.37 CHF | 0.38 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 83,888 CHF | 28,713 CHF | 99.27% | 99.27% |
10/07/2024 | 2.73% | 0.38 CHF | 0.39 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 81,472 CHF | 27,907 CHF | 99.27% | 99.27% |
09/07/2024 | 2.94% | 0.35 CHF | 0.36 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 75,320 CHF | 25,857 CHF | 99.27% | 99.27% |
08/07/2024 | 3.09% | 0.31 CHF | 0.32 CHF | 225,000 | 75,000 | 238,471 | 79,490 | 75,824 CHF | 26,069 CHF | 99.25% | 99.25% |
05/07/2024 | 3.08% | 0.32 CHF | 0.33 CHF | 225,000 | 75,000 | 235,946 | 78,649 | 75,423 CHF | 25,927 CHF | 99.27% | 99.27% |
04/07/2024 | 3.03% | 0.32 CHF | 0.33 CHF | 225,000 | 75,000 | 240,946 | 80,315 | 78,126 CHF | 26,845 CHF | 99.27% | 99.27% |
03/07/2024 | 3.11% | 0.31 CHF | 0.32 CHF | 300,000 | 100,000 | 260,550 | 86,850 | 82,340 CHF | 28,315 CHF | 99.27% | 99.27% |
02/07/2024 | 3.08% | 0.31 CHF | 0.32 CHF | 300,000 | 100,000 | 277,820 | 92,607 | 88,725 CHF | 30,501 CHF | 99.27% | 99.27% |