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 | 3.21% | 0.28 CHF | 0.30 CHF | 210,000 | 210,000 | 203,231 | 203,231 | 62,440 CHF | 64,473 CHF | 99.99% | 99.99% |
12/07/2024 | 3.19% | 0.32 CHF | 0.33 CHF | 190,000 | 190,000 | 192,700 | 192,700 | 59,551 CHF | 61,478 CHF | 100.00% | 100.00% |
11/07/2024 | 2.92% | 0.35 CHF | 0.36 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 67,624 CHF | 69,624 CHF | 100.00% | 100.00% |
10/07/2024 | 3.01% | 0.33 CHF | 0.34 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 65,456 CHF | 67,456 CHF | 100.00% | 100.00% |
09/07/2024 | 2.92% | 0.34 CHF | 0.35 CHF | 190,000 | 190,000 | 189,525 | 189,525 | 64,329 CHF | 66,229 CHF | 99.75% | 99.75% |
08/07/2024 | 2.66% | 0.36 CHF | 0.37 CHF | 190,000 | 190,000 | 189,479 | 189,479 | 70,670 CHF | 72,568 CHF | 99.99% | 99.99% |
05/07/2024 | 2.57% | 0.38 CHF | 0.39 CHF | 200,000 | 200,000 | 193,456 | 193,456 | 74,317 CHF | 76,251 CHF | 99.91% | 99.91% |
04/07/2024 | 2.91% | 0.34 CHF | 0.35 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 64,307 CHF | 66,207 CHF | 100.00% | 100.00% |
03/07/2024 | 2.73% | 0.36 CHF | 0.37 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 72,387 CHF | 74,387 CHF | 100.00% | 100.00% |
02/07/2024 | 3.06% | 0.33 CHF | 0.34 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 64,332 CHF | 66,332 CHF | 100.00% | 100.00% |