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 | 3.49% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 194,276 | 194,276 | 54,680 CHF | 56,623 CHF | 100.00% | 100.00% |
12/07/2024 | 3.37% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 180,456 | 180,456 | 52,658 CHF | 54,463 CHF | 99.67% | 99.67% |
11/07/2024 | 3.41% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 183,017 | 183,017 | 52,730 CHF | 54,560 CHF | 99.42% | 99.42% |
10/07/2024 | 3.39% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 177,975 | 177,975 | 51,615 CHF | 53,394 CHF | 96.08% | 96.08% |
09/07/2024 | 3.38% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 175,782 | 175,782 | 51,147 CHF | 52,905 CHF | 99.66% | 99.66% |
08/07/2024 | 3.27% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 52,715 CHF | 54,465 CHF | 99.84% | 99.84% |
05/07/2024 | 2.85% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 154,283 | 154,283 | 53,278 CHF | 54,821 CHF | 100.00% | 100.00% |
04/07/2024 | 2.74% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 150,258 | 150,258 | 54,109 CHF | 55,611 CHF | 100.00% | 100.00% |
03/07/2024 | 2.98% | 0.32 CHF | 0.33 CHF | 150,000 | 150,000 | 167,845 | 167,845 | 55,421 CHF | 57,100 CHF | 99.23% | 99.23% |
02/07/2024 | 2.79% | 0.34 CHF | 0.35 CHF | 150,000 | 150,000 | 151,900 | 151,900 | 53,723 CHF | 55,242 CHF | 99.66% | 99.66% |