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 | 3.05% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 169,410 | 169,412 | 54,670 CHF | 56,365 CHF | 100.00% | 100.00% |
12/07/2024 | 2.95% | 0.34 CHF | 0.35 CHF | 150,000 | 150,000 | 162,636 | 162,636 | 54,338 CHF | 55,964 CHF | 98.42% | 98.42% |
11/07/2024 | 2.81% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 150,708 | 150,708 | 52,873 CHF | 54,380 CHF | 95.36% | 95.36% |
10/07/2024 | 3.08% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 56,060 CHF | 57,810 CHF | 99.79% | 99.79% |
09/07/2024 | 3.35% | 0.28 CHF | 0.29 CHF | 175,000 | 175,000 | 176,303 | 176,304 | 51,704 CHF | 53,467 CHF | 100.00% | 100.00% |
08/07/2024 | 3.06% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 169,999 | 169,998 | 54,651 CHF | 56,350 CHF | 98.98% | 98.98% |
05/07/2024 | 3.24% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 53,153 CHF | 54,903 CHF | 100.00% | 100.00% |
04/07/2024 | 3.34% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 178,333 | 178,333 | 52,480 CHF | 54,263 CHF | 98.16% | 98.16% |
03/07/2024 | 3.75% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 52,312 CHF | 54,312 CHF | 100.00% | 100.00% |
02/07/2024 | 3.76% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 199,587 | 199,586 | 52,175 CHF | 54,170 CHF | 100.00% | 100.00% |