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 | 3.58% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 198,077 | 198,077 | 54,410 CHF | 56,391 CHF | 99.39% | 99.39% |
12/07/2024 | 3.40% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 181,124 | 181,124 | 52,268 CHF | 54,079 CHF | 99.08% | 99.08% |
11/07/2024 | 3.55% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 191,131 | 191,131 | 52,862 CHF | 54,774 CHF | 98.82% | 98.82% |
10/07/2024 | 3.54% | 0.29 CHF | 0.30 CHF | 200,000 | 200,000 | 199,458 | 199,458 | 55,297 CHF | 57,291 CHF | 95.48% | 95.48% |
09/07/2024 | 3.71% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 199,976 | 199,976 | 52,921 CHF | 54,921 CHF | 99.06% | 99.06% |
08/07/2024 | 3.27% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 52,671 CHF | 54,421 CHF | 99.24% | 99.24% |
05/07/2024 | 3.33% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 175,109 | 175,109 | 51,683 CHF | 53,434 CHF | 99.39% | 99.39% |
04/07/2024 | 3.45% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 187,578 | 187,578 | 53,426 CHF | 55,301 CHF | 99.39% | 99.39% |
03/07/2024 | 3.71% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 53,043 CHF | 55,043 CHF | 98.62% | 98.62% |
02/07/2024 | 3.86% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 200,262 | 200,262 | 50,887 CHF | 52,890 CHF | 99.05% | 99.05% |