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 | 4.03% | 0.23 CHF | 0.24 CHF | 590,000 | 590,000 | 590,000 | 590,000 | 143,439 CHF | 149,339 CHF | 100.00% | 100.00% |
12/07/2024 | 3.79% | 0.25 CHF | 0.26 CHF | 570,000 | 570,000 | 570,000 | 570,000 | 147,642 CHF | 153,342 CHF | 99.85% | 99.85% |
11/07/2024 | 3.55% | 0.27 CHF | 0.28 CHF | 550,000 | 550,000 | 550,000 | 550,000 | 152,690 CHF | 158,190 CHF | 71.50% | 71.50% |
10/07/2024 | 3.17% | 0.31 CHF | 0.32 CHF | 550,000 | 550,000 | 550,000 | 550,000 | 170,924 CHF | 176,424 CHF | 99.38% | 99.38% |
09/07/2024 | 3.17% | 0.33 CHF | 0.34 CHF | 560,000 | 560,000 | 557,965 | 557,965 | 174,314 CHF | 179,914 CHF | 100.00% | 100.00% |
08/07/2024 | 3.30% | 0.31 CHF | 0.32 CHF | 570,000 | 570,000 | 569,008 | 569,008 | 169,982 CHF | 175,682 CHF | 100.00% | 100.00% |
05/07/2024 | 3.17% | 0.32 CHF | 0.33 CHF | 560,000 | 560,000 | 560,000 | 560,000 | 173,776 CHF | 179,376 CHF | 99.55% | 99.55% |
04/07/2024 | 2.97% | 0.32 CHF | 0.33 CHF | 550,000 | 550,000 | 550,000 | 550,000 | 182,591 CHF | 188,091 CHF | 100.00% | 100.00% |
03/07/2024 | 2.80% | 0.33 CHF | 0.34 CHF | 540,000 | 540,000 | 540,000 | 540,000 | 190,350 CHF | 195,750 CHF | 99.77% | 99.77% |
02/07/2024 | 2.51% | 0.38 CHF | 0.39 CHF | 540,000 | 540,000 | 540,000 | 540,000 | 212,804 CHF | 218,204 CHF | 99.91% | 99.91% |