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 | 3.37% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 175,302 | 175,302 | 51,170 CHF | 52,923 CHF | 99.38% | 99.38% |
12/07/2024 | 3.59% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 199,963 | 199,963 | 54,742 CHF | 56,741 CHF | 99.08% | 99.08% |
11/07/2024 | 3.27% | 0.28 CHF | 0.29 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 52,662 CHF | 54,412 CHF | 92.78% | 92.78% |
10/07/2024 | 2.81% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 157,553 | 157,553 | 55,405 CHF | 56,980 CHF | 95.50% | 95.50% |
09/07/2024 | 2.68% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 55,330 CHF | 56,830 CHF | 99.05% | 99.05% |
08/07/2024 | 2.65% | 0.39 CHF | 0.40 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 55,911 CHF | 57,411 CHF | 99.23% | 99.23% |
05/07/2024 | 2.75% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 53,782 CHF | 55,282 CHF | 99.39% | 99.39% |
04/07/2024 | 2.70% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 54,821 CHF | 56,321 CHF | 99.39% | 99.39% |
03/07/2024 | 2.81% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 52,638 CHF | 54,138 CHF | 98.63% | 98.63% |
02/07/2024 | 2.55% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 146,846 | 146,846 | 56,744 CHF | 58,212 CHF | 99.07% | 99.07% |