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% | 0.45 CHF | 0.46 CHF | 230,000 | 230,000 | 73,870 | 73,870 | 33,845 CHF | 34,706 CHF | 98.86% | 98.86% |
12/07/2024 | 3.26% | 0.46 CHF | 0.47 CHF | 230,000 | 230,000 | 73,268 | 73,268 | 33,729 CHF | 34,585 CHF | 100.00% | 100.00% |
11/07/2024 | 4.05% | 0.41 CHF | 0.42 CHF | 225,000 | 225,000 | 70,437 | 70,437 | 27,502 CHF | 28,326 CHF | 99.97% | 99.97% |
10/07/2024 | 4.20% | 0.40 CHF | 0.41 CHF | 220,000 | 220,000 | 70,222 | 70,222 | 25,924 CHF | 26,744 CHF | 99.90% | 99.90% |
09/07/2024 | 4.25% | 0.32 CHF | 0.33 CHF | 215,000 | 215,000 | 69,295 | 69,295 | 23,295 CHF | 24,105 CHF | 99.98% | 99.98% |
08/07/2024 | 4.15% | 0.37 CHF | 0.38 CHF | 220,000 | 220,000 | 70,329 | 70,329 | 25,416 CHF | 26,237 CHF | 99.98% | 99.98% |
05/07/2024 | 4.30% | 0.36 CHF | 0.37 CHF | 220,000 | 220,000 | 69,935 | 69,935 | 25,237 CHF | 26,055 CHF | 99.70% | 99.70% |
04/07/2024 | 4.14% | 0.38 CHF | 0.39 CHF | 44,000 | 44,000 | 32,354 | 32,354 | 11,863 CHF | 12,303 CHF | 94.01% | 94.01% |
03/07/2024 | 4.63% | 0.35 CHF | 0.36 CHF | 220,000 | 220,000 | 69,146 | 69,146 | 23,187 CHF | 23,997 CHF | 99.52% | 99.52% |
02/07/2024 | 3.91% | 0.35 CHF | 0.36 CHF | 215,000 | 215,000 | 69,112 | 69,112 | 25,378 CHF | 26,184 CHF | 100.00% | 100.00% |