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 | 3.41% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 184,794 | 184,794 | 53,303 CHF | 55,151 CHF | 100.00% | 100.00% |
12/07/2024 | 3.21% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 53,696 CHF | 55,446 CHF | 98.45% | 98.45% |
11/07/2024 | 3.15% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 54,800 CHF | 56,550 CHF | 97.41% | 97.41% |
10/07/2024 | 3.37% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 176,557 | 176,558 | 51,472 CHF | 53,237 CHF | 99.79% | 99.79% |
09/07/2024 | 3.33% | 0.27 CHF | 0.28 CHF | 175,000 | 175,000 | 176,562 | 176,562 | 52,115 CHF | 53,881 CHF | 100.00% | 100.00% |
08/07/2024 | 3.34% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 51,590 CHF | 53,340 CHF | 98.97% | 98.97% |
05/07/2024 | 3.26% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 175,066 | 175,066 | 52,830 CHF | 54,581 CHF | 100.00% | 100.00% |
04/07/2024 | 3.77% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 200,266 | 200,267 | 52,195 CHF | 54,198 CHF | 98.16% | 98.16% |
03/07/2024 | 3.85% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 205,275 | 205,275 | 52,256 CHF | 54,309 CHF | 100.00% | 100.00% |
02/07/2024 | 4.26% | 0.26 CHF | 0.27 CHF | 225,000 | 225,000 | 233,073 | 233,072 | 53,535 CHF | 55,865 CHF | 100.00% | 100.00% |