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 | 3.16% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 54,598 CHF | 56,348 CHF | 100.00% | 100.00% |
12/07/2024 | 3.20% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 175,094 | 175,095 | 53,771 CHF | 55,522 CHF | 99.77% | 99.77% |
11/07/2024 | 3.31% | 0.29 CHF | 0.30 CHF | 200,000 | 200,000 | 180,673 | 180,673 | 53,647 CHF | 55,454 CHF | 100.00% | 100.00% |
10/07/2024 | 3.45% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 187,995 | 187,996 | 53,517 CHF | 55,397 CHF | 94.70% | 94.70% |
09/07/2024 | 3.47% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 191,663 | 191,663 | 54,236 CHF | 56,153 CHF | 99.67% | 99.67% |
08/07/2024 | 3.48% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 192,374 | 192,374 | 54,244 CHF | 56,168 CHF | 100.00% | 100.00% |
05/07/2024 | 3.32% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 51,886 CHF | 53,636 CHF | 100.00% | 100.00% |
04/07/2024 | 3.33% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 51,754 CHF | 53,504 CHF | 100.00% | 100.00% |
03/07/2024 | 3.31% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 172,102 | 172,101 | 51,212 CHF | 52,932 CHF | 99.31% | 99.31% |
02/07/2024 | 3.51% | 0.29 CHF | 0.30 CHF | 200,000 | 200,000 | 193,989 | 193,989 | 54,317 CHF | 56,256 CHF | 99.62% | 99.62% |