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 | 3.44% | 0.29 CHF | 0.30 CHF | 200,000 | 200,000 | 185,282 | 185,282 | 52,869 CHF | 54,722 CHF | 100.00% | 100.00% |
12/07/2024 | 3.33% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 51,718 CHF | 53,468 CHF | 99.68% | 99.68% |
11/07/2024 | 3.47% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 191,265 | 191,265 | 54,109 CHF | 56,021 CHF | 98.91% | 98.91% |
10/07/2024 | 3.66% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 53,742 CHF | 55,742 CHF | 96.08% | 96.08% |
09/07/2024 | 3.76% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 199,989 | 199,989 | 52,235 CHF | 54,235 CHF | 99.65% | 99.65% |
08/07/2024 | 3.29% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 52,400 CHF | 54,150 CHF | 99.85% | 99.85% |
05/07/2024 | 3.27% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 175,520 | 175,520 | 52,858 CHF | 54,613 CHF | 100.00% | 100.00% |
04/07/2024 | 3.15% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 54,697 CHF | 56,447 CHF | 100.00% | 100.00% |
03/07/2024 | 3.30% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 175,193 | 175,193 | 52,182 CHF | 53,934 CHF | 99.25% | 99.25% |
02/07/2024 | 3.76% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 201,042 | 201,042 | 52,467 CHF | 54,477 CHF | 99.68% | 99.68% |