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 | 3.35% | 0.28 CHF | 0.28 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 46,991 CHF | 48,591 CHF | 99.99% | 99.99% |
12/07/2024 | 3.40% | 0.31 CHF | 0.32 CHF | 170,000 | 170,000 | 169,972 | 169,972 | 49,220 CHF | 50,920 CHF | 100.00% | 100.00% |
11/07/2024 | 3.78% | 0.28 CHF | 0.30 CHF | 180,000 | 180,000 | 188,686 | 188,686 | 49,053 CHF | 50,940 CHF | 99.99% | 99.99% |
10/07/2024 | 4.03% | 0.23 CHF | 0.24 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 43,832 CHF | 45,632 CHF | 100.00% | 100.00% |
09/07/2024 | 3.55% | 0.27 CHF | 0.28 CHF | 170,000 | 170,000 | 169,620 | 169,620 | 47,178 CHF | 48,878 CHF | 99.75% | 99.75% |
08/07/2024 | 3.55% | 0.28 CHF | 0.28 CHF | 180,000 | 180,000 | 176,413 | 176,413 | 49,025 CHF | 50,792 CHF | 99.26% | 99.26% |
05/07/2024 | 3.64% | 0.26 CHF | 0.27 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 45,927 CHF | 47,627 CHF | 100.00% | 100.00% |
04/07/2024 | 3.62% | 0.28 CHF | 0.30 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 48,878 CHF | 50,678 CHF | 99.61% | 99.61% |
03/07/2024 | 3.63% | 0.25 CHF | 0.26 CHF | 170,000 | 170,000 | 170,502 | 170,502 | 46,252 CHF | 47,957 CHF | 100.00% | 100.00% |
02/07/2024 | 3.97% | 0.27 CHF | 0.28 CHF | 170,000 | 170,000 | 173,537 | 173,537 | 42,893 CHF | 44,628 CHF | 100.00% | 100.00% |