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 | 4.05% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 217,568 | 217,568 | 52,572 CHF | 54,748 CHF | 99.39% | 99.39% |
12/07/2024 | 3.93% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 205,345 | 205,345 | 51,193 CHF | 53,247 CHF | 99.06% | 99.06% |
11/07/2024 | 3.49% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 190,144 | 190,144 | 53,472 CHF | 55,373 CHF | 98.42% | 98.42% |
10/07/2024 | 3.02% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 166,010 | 166,010 | 54,085 CHF | 55,745 CHF | 95.43% | 95.43% |
09/07/2024 | 3.25% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 176,572 | 176,572 | 53,422 CHF | 55,187 CHF | 99.05% | 99.05% |
08/07/2024 | 3.38% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 178,417 | 178,417 | 51,886 CHF | 53,670 CHF | 99.22% | 99.22% |
05/07/2024 | 3.58% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 194,350 | 194,350 | 53,269 CHF | 55,212 CHF | 99.38% | 99.38% |
04/07/2024 | 3.48% | 0.28 CHF | 0.29 CHF | 175,000 | 175,000 | 188,574 | 188,574 | 53,268 CHF | 55,154 CHF | 99.38% | 99.38% |
03/07/2024 | 3.23% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 174,616 | 174,616 | 53,232 CHF | 54,978 CHF | 98.62% | 98.62% |
02/07/2024 | 2.80% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 150,509 | 150,509 | 53,066 CHF | 54,571 CHF | 99.04% | 99.04% |