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 | 4.49% | 0.23 CHF | 0.24 CHF | 370,000 | 370,000 | 119,831 | 119,831 | 26,989 CHF | 28,193 CHF | 98.88% | 98.88% |
12/07/2024 | 4.41% | 0.23 CHF | 0.24 CHF | 370,000 | 370,000 | 118,854 | 118,854 | 27,455 CHF | 28,650 CHF | 100.00% | 100.00% |
11/07/2024 | 3.80% | 0.26 CHF | 0.27 CHF | 350,000 | 350,000 | 110,894 | 110,894 | 30,177 CHF | 31,300 CHF | 99.98% | 99.98% |
10/07/2024 | 3.53% | 0.27 CHF | 0.28 CHF | 340,000 | 340,000 | 110,599 | 110,599 | 31,205 CHF | 32,316 CHF | 99.90% | 99.90% |
09/07/2024 | 3.50% | 0.32 CHF | 0.33 CHF | 330,000 | 330,000 | 108,330 | 108,330 | 33,073 CHF | 34,162 CHF | 99.98% | 99.98% |
08/07/2024 | 3.55% | 0.28 CHF | 0.29 CHF | 340,000 | 340,000 | 110,450 | 110,450 | 31,821 CHF | 32,931 CHF | 99.98% | 99.98% |
05/07/2024 | 3.45% | 0.29 CHF | 0.30 CHF | 330,000 | 330,000 | 108,617 | 108,617 | 31,434 CHF | 32,523 CHF | 99.71% | 99.71% |
04/07/2024 | 3.40% | 0.28 CHF | 0.29 CHF | 70,000 | 70,000 | 54,112 | 54,112 | 15,588 CHF | 16,129 CHF | 94.02% | 94.02% |
03/07/2024 | 3.22% | 0.30 CHF | 0.31 CHF | 320,000 | 320,000 | 104,326 | 104,326 | 32,428 CHF | 33,476 CHF | 99.52% | 99.52% |
02/07/2024 | 3.62% | 0.31 CHF | 0.32 CHF | 330,000 | 330,000 | 108,216 | 108,216 | 31,684 CHF | 32,771 CHF | 100.00% | 100.00% |