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 | 2.25% | 0.94 CHF | 0.96 CHF | 350,000 | 350,000 | 346,193 | 346,193 | 312,383 CHF | 319,357 CHF | 99.99% | 99.99% |
12/07/2024 | 2.55% | 0.86 CHF | 0.88 CHF | 350,000 | 350,000 | 346,109 | 346,109 | 276,254 CHF | 283,228 CHF | 98.46% | 98.46% |
11/07/2024 | 2.72% | 0.81 CHF | 0.83 CHF | 350,000 | 350,000 | 346,127 | 346,127 | 258,549 CHF | 265,523 CHF | 98.73% | 98.73% |
10/07/2024 | 3.29% | 0.64 CHF | 0.66 CHF | 350,000 | 350,000 | 346,170 | 346,170 | 212,696 CHF | 219,670 CHF | 100.00% | 100.00% |
09/07/2024 | 3.26% | 0.61 CHF | 0.63 CHF | 350,000 | 350,000 | 345,380 | 345,380 | 215,542 CHF | 222,516 CHF | 100.00% | 100.00% |
08/07/2024 | 3.08% | 0.68 CHF | 0.70 CHF | 350,000 | 350,000 | 345,389 | 345,389 | 228,502 CHF | 235,476 CHF | 98.24% | 98.24% |
05/07/2024 | 3.21% | 0.64 CHF | 0.66 CHF | 350,000 | 350,000 | 346,169 | 346,169 | 218,768 CHF | 225,742 CHF | 100.00% | 100.00% |
04/07/2024 | 3.08% | 0.65 CHF | 0.67 CHF | 180,000 | 180,000 | 310,336 | 310,336 | 204,948 CHF | 211,189 CHF | 100.00% | 100.00% |
03/07/2024 | 3.09% | 0.63 CHF | 0.65 CHF | 350,000 | 350,000 | 346,171 | 346,171 | 227,080 CHF | 234,055 CHF | 100.00% | 100.00% |
02/07/2024 | 3.40% | 0.60 CHF | 0.62 CHF | 350,000 | 350,000 | 346,152 | 346,152 | 205,926 CHF | 212,900 CHF | 100.00% | 100.00% |