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 | 3.27% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 176,625 | 176,625 | 53,089 CHF | 54,855 CHF | 100.00% | 100.00% |
12/07/2024 | 3.27% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 52,664 CHF | 54,414 CHF | 99.68% | 99.68% |
11/07/2024 | 3.36% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 174,602 | 174,602 | 51,125 CHF | 52,871 CHF | 99.13% | 99.13% |
10/07/2024 | 3.50% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 192,685 | 192,685 | 54,029 CHF | 55,956 CHF | 96.10% | 96.10% |
09/07/2024 | 3.65% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 195,900 | 195,900 | 52,649 CHF | 54,608 CHF | 99.66% | 99.66% |
08/07/2024 | 2.91% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 159,586 | 159,586 | 53,947 CHF | 55,543 CHF | 99.84% | 99.84% |
05/07/2024 | 2.80% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 52,896 CHF | 54,396 CHF | 100.00% | 100.00% |
04/07/2024 | 2.66% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 150,130 | 150,130 | 55,616 CHF | 57,117 CHF | 58.24% | 58.24% |
03/07/2024 | 3.05% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 170,117 | 170,117 | 54,945 CHF | 56,646 CHF | 77.02% | 77.02% |
02/07/2024 | 3.72% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 195,971 | 195,971 | 51,723 CHF | 53,683 CHF | 99.67% | 99.67% |