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 | 3.20% | 0.31 CHF | 0.32 CHF | 380,000 | 380,000 | 380,000 | 380,000 | 116,692 CHF | 120,492 CHF | 99.99% | 99.99% |
12/07/2024 | 2.93% | 0.30 CHF | 0.31 CHF | 370,000 | 370,000 | 370,000 | 370,000 | 124,864 CHF | 128,564 CHF | 100.00% | 100.00% |
11/07/2024 | 2.53% | 0.33 CHF | 0.34 CHF | 340,000 | 340,000 | 340,000 | 340,000 | 136,691 CHF | 140,091 CHF | 71.56% | 71.56% |
10/07/2024 | 2.17% | 0.46 CHF | 0.47 CHF | 340,000 | 340,000 | 340,000 | 340,000 | 154,919 CHF | 158,319 CHF | 100.00% | 100.00% |
09/07/2024 | 2.28% | 0.46 CHF | 0.47 CHF | 350,000 | 350,000 | 349,200 | 349,200 | 152,379 CHF | 155,879 CHF | 100.00% | 100.00% |
08/07/2024 | 2.32% | 0.42 CHF | 0.43 CHF | 350,000 | 350,000 | 349,400 | 349,400 | 149,353 CHF | 152,853 CHF | 100.00% | 100.00% |
05/07/2024 | 2.29% | 0.43 CHF | 0.44 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 151,090 CHF | 154,590 CHF | 100.00% | 100.00% |
04/07/2024 | 2.21% | 0.45 CHF | 0.46 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 156,817 CHF | 160,317 CHF | 100.00% | 100.00% |
03/07/2024 | 2.09% | 0.45 CHF | 0.46 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 166,027 CHF | 169,527 CHF | 100.00% | 100.00% |
02/07/2024 | 2.09% | 0.47 CHF | 0.48 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 165,403 CHF | 168,903 CHF | 100.00% | 100.00% |