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 | 3.61% | 0.27 CHF | 0.28 CHF | 120,000 | 120,000 | 112,283 | 112,283 | 30,562 CHF | 31,685 CHF | 100.00% | 100.00% |
12/07/2024 | 3.35% | 0.30 CHF | 0.31 CHF | 110,000 | 110,000 | 107,260 | 107,260 | 31,470 CHF | 32,543 CHF | 100.00% | 100.00% |
11/07/2024 | 3.28% | 0.30 CHF | 0.31 CHF | 120,000 | 120,000 | 116,874 | 116,874 | 35,028 CHF | 36,196 CHF | 99.98% | 99.98% |
10/07/2024 | 3.69% | 0.28 CHF | 0.28 CHF | 120,000 | 120,000 | 116,873 | 116,873 | 31,123 CHF | 32,291 CHF | 100.00% | 100.00% |
09/07/2024 | 3.47% | 0.28 CHF | 0.28 CHF | 120,000 | 120,000 | 116,604 | 116,604 | 33,237 CHF | 34,405 CHF | 100.00% | 100.00% |
08/07/2024 | 3.63% | 0.27 CHF | 0.28 CHF | 120,000 | 120,000 | 116,672 | 116,672 | 31,716 CHF | 32,885 CHF | 100.00% | 100.00% |
05/07/2024 | 3.13% | 0.30 CHF | 0.31 CHF | 110,000 | 110,000 | 107,128 | 107,128 | 33,753 CHF | 34,824 CHF | 99.82% | 99.82% |
04/07/2024 | 2.85% | 0.36 CHF | 0.38 CHF | 55,000 | 55,000 | 106,181 | 106,181 | 37,376 CHF | 38,447 CHF | 99.50% | 99.50% |
03/07/2024 | 3.10% | 0.34 CHF | 0.35 CHF | 120,000 | 120,000 | 116,018 | 116,018 | 37,413 CHF | 38,581 CHF | 99.36% | 99.36% |
02/07/2024 | 3.75% | 0.26 CHF | 0.27 CHF | 120,000 | 120,000 | 116,872 | 116,872 | 30,595 CHF | 31,764 CHF | 99.99% | 99.99% |