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 | 3.80% | 0.27 CHF | 0.28 CHF | 370,000 | 370,000 | 168,185 | 168,185 | 44,471 CHF | 46,160 CHF | 99.80% | 99.80% |
12/07/2024 | 3.87% | 0.26 CHF | 0.27 CHF | 370,000 | 370,000 | 169,272 | 169,272 | 43,940 CHF | 45,640 CHF | 99.95% | 99.95% |
11/07/2024 | 4.13% | 0.26 CHF | 0.27 CHF | 390,000 | 390,000 | 173,600 | 173,600 | 43,660 CHF | 45,403 CHF | 99.44% | 99.44% |
10/07/2024 | 4.19% | 0.23 CHF | 0.24 CHF | 400,000 | 400,000 | 176,302 | 176,302 | 42,208 CHF | 43,979 CHF | 99.97% | 99.97% |
09/07/2024 | 4.17% | 0.25 CHF | 0.26 CHF | 390,000 | 390,000 | 174,441 | 174,441 | 42,118 CHF | 43,873 CHF | 99.99% | 99.99% |
08/07/2024 | 4.00% | 0.24 CHF | 0.25 CHF | 390,000 | 390,000 | 171,954 | 171,954 | 42,913 CHF | 44,641 CHF | 99.82% | 99.82% |
05/07/2024 | 4.02% | 0.26 CHF | 0.27 CHF | 380,000 | 380,000 | 172,620 | 172,620 | 43,312 CHF | 45,045 CHF | 99.70% | 99.70% |
04/07/2024 | 3.83% | 0.26 CHF | 0.27 CHF | 160,000 | 160,000 | 124,860 | 124,860 | 31,944 CHF | 33,192 CHF | 100.00% | 100.00% |
03/07/2024 | 4.11% | 0.26 CHF | 0.27 CHF | 390,000 | 390,000 | 174,565 | 174,565 | 42,951 CHF | 44,704 CHF | 99.80% | 99.80% |
02/07/2024 | 4.35% | 0.24 CHF | 0.25 CHF | 400,000 | 400,000 | 183,301 | 183,301 | 43,270 CHF | 45,111 CHF | 99.65% | 99.65% |