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 | 3.42% | 0.28 CHF | 0.30 CHF | 280,000 | 280,000 | 125,705 | 125,705 | 36,873 CHF | 38,136 CHF | 99.98% | 99.98% |
12/07/2024 | 3.51% | 0.30 CHF | 0.31 CHF | 290,000 | 290,000 | 133,142 | 133,142 | 38,924 CHF | 40,262 CHF | 100.00% | 100.00% |
11/07/2024 | 3.50% | 0.30 CHF | 0.31 CHF | 280,000 | 280,000 | 125,090 | 125,090 | 36,751 CHF | 38,014 CHF | 99.99% | 99.99% |
10/07/2024 | 3.42% | 0.28 CHF | 0.30 CHF | 280,000 | 280,000 | 125,194 | 125,194 | 36,850 CHF | 38,108 CHF | 100.00% | 100.00% |
09/07/2024 | 3.37% | 0.29 CHF | 0.30 CHF | 280,000 | 280,000 | 122,940 | 122,940 | 36,556 CHF | 37,793 CHF | 100.00% | 100.00% |
08/07/2024 | 3.21% | 0.30 CHF | 0.31 CHF | 270,000 | 270,000 | 121,049 | 121,049 | 38,287 CHF | 39,505 CHF | 100.00% | 100.00% |
05/07/2024 | 3.08% | 0.32 CHF | 0.33 CHF | 260,000 | 260,000 | 119,211 | 119,211 | 38,567 CHF | 39,764 CHF | 99.81% | 99.81% |
04/07/2024 | 2.96% | 0.34 CHF | 0.35 CHF | 110,000 | 110,000 | 88,634 | 88,634 | 29,511 CHF | 30,398 CHF | 99.44% | 99.44% |
03/07/2024 | 3.15% | 0.34 CHF | 0.35 CHF | 270,000 | 270,000 | 119,122 | 119,122 | 38,944 CHF | 40,141 CHF | 99.28% | 99.28% |
02/07/2024 | 3.21% | 0.30 CHF | 0.31 CHF | 270,000 | 270,000 | 117,536 | 117,536 | 36,770 CHF | 37,951 CHF | 99.95% | 99.95% |