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 | 2.79% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 156,914 | 156,914 | 55,475 CHF | 57,044 CHF | 100.00% | 100.00% |
12/07/2024 | 2.65% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 55,970 CHF | 57,470 CHF | 98.42% | 98.42% |
11/07/2024 | 2.50% | 0.40 CHF | 0.41 CHF | 150,000 | 150,000 | 139,143 | 139,147 | 54,962 CHF | 56,355 CHF | 95.89% | 95.89% |
10/07/2024 | 2.76% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 151,117 | 151,117 | 54,048 CHF | 55,560 CHF | 99.80% | 99.80% |
09/07/2024 | 3.04% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 170,510 | 170,510 | 55,154 CHF | 56,859 CHF | 100.00% | 100.00% |
08/07/2024 | 2.76% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 152,418 | 152,418 | 54,516 CHF | 56,040 CHF | 98.99% | 98.99% |
05/07/2024 | 2.94% | 0.34 CHF | 0.35 CHF | 175,000 | 175,000 | 161,682 | 161,717 | 54,167 CHF | 55,796 CHF | 100.00% | 100.00% |
04/07/2024 | 3.04% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 172,532 | 172,530 | 55,932 CHF | 57,656 CHF | 98.15% | 98.15% |
03/07/2024 | 3.51% | 0.30 CHF | 0.31 CHF | 200,000 | 200,000 | 192,330 | 192,331 | 53,874 CHF | 55,798 CHF | 100.00% | 100.00% |
02/07/2024 | 3.47% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 189,320 | 189,318 | 53,622 CHF | 55,515 CHF | 100.00% | 100.00% |