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 | 3.73% | 0.25 CHF | 0.26 CHF | 225,000 | 225,000 | 201,631 | 201,631 | 53,052 CHF | 55,069 CHF | 100.00% | 100.00% |
12/07/2024 | 3.20% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 175,270 | 175,270 | 54,007 CHF | 55,760 CHF | 99.69% | 99.69% |
11/07/2024 | 3.87% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 205,236 | 205,236 | 52,005 CHF | 54,058 CHF | 98.52% | 98.52% |
10/07/2024 | 4.58% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 247,110 | 247,110 | 52,830 CHF | 55,301 CHF | 96.09% | 96.09% |
09/07/2024 | 4.51% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 249,006 | 249,006 | 54,014 CHF | 56,504 CHF | 99.66% | 99.66% |
08/07/2024 | 3.66% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 197,350 | 197,350 | 52,989 CHF | 54,963 CHF | 99.85% | 99.85% |
05/07/2024 | 3.06% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 172,916 | 172,916 | 55,662 CHF | 57,391 CHF | 100.00% | 100.00% |
04/07/2024 | 3.06% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 56,332 CHF | 58,082 CHF | 100.00% | 100.00% |
03/07/2024 | 3.06% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 169,093 | 169,093 | 54,368 CHF | 56,059 CHF | 99.25% | 99.25% |
02/07/2024 | 3.54% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 194,186 | 194,186 | 53,940 CHF | 55,882 CHF | 99.68% | 99.68% |