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 | 2.93% | 0.34 CHF | 0.35 CHF | 330,000 | 330,000 | 330,000 | 330,000 | 110,897 CHF | 114,197 CHF | 100.00% | 100.00% |
12/07/2024 | 3.01% | 0.34 CHF | 0.35 CHF | 330,000 | 330,000 | 330,000 | 330,000 | 108,066 CHF | 111,366 CHF | 99.92% | 99.92% |
11/07/2024 | 3.11% | 0.34 CHF | 0.35 CHF | 340,000 | 340,000 | 340,000 | 340,000 | 108,042 CHF | 111,442 CHF | 99.02% | 99.02% |
10/07/2024 | 3.21% | 0.30 CHF | 0.31 CHF | 340,000 | 340,000 | 340,000 | 340,000 | 104,146 CHF | 107,546 CHF | 100.00% | 100.00% |
09/07/2024 | 3.21% | 0.31 CHF | 0.32 CHF | 340,000 | 340,000 | 338,768 | 338,559 | 104,719 CHF | 108,053 CHF | 100.00% | 100.00% |
08/07/2024 | 2.99% | 0.32 CHF | 0.33 CHF | 340,000 | 340,000 | 339,420 | 339,420 | 112,127 CHF | 115,527 CHF | 100.00% | 100.00% |
05/07/2024 | 3.18% | 0.32 CHF | 0.33 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 108,478 CHF | 111,978 CHF | 99.81% | 99.81% |
04/07/2024 | 3.35% | 0.30 CHF | 0.31 CHF | 360,000 | 360,000 | 360,000 | 360,000 | 105,720 CHF | 109,320 CHF | 100.00% | 100.00% |
03/07/2024 | 3.53% | 0.30 CHF | 0.31 CHF | 370,000 | 370,000 | 370,000 | 370,000 | 103,011 CHF | 106,711 CHF | 99.95% | 99.95% |
02/07/2024 | 3.65% | 0.28 CHF | 0.28 CHF | 360,000 | 360,000 | 360,000 | 360,000 | 96,896 CHF | 100,496 CHF | 99.98% | 99.98% |