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 | 4.02% | 0.26 CHF | 0.27 CHF | 170,000 | 170,000 | 173,974 | 173,974 | 43,312 CHF | 45,053 CHF | 100.00% | 100.00% |
12/07/2024 | 3.66% | 0.28 CHF | 0.28 CHF | 170,000 | 170,000 | 168,290 | 168,290 | 46,052 CHF | 47,737 CHF | 100.00% | 100.00% |
11/07/2024 | 3.41% | 0.28 CHF | 0.28 CHF | 170,000 | 170,000 | 168,289 | 168,289 | 49,487 CHF | 51,172 CHF | 99.94% | 99.94% |
10/07/2024 | 3.41% | 0.30 CHF | 0.31 CHF | 170,000 | 170,000 | 169,013 | 169,013 | 49,716 CHF | 51,408 CHF | 100.00% | 100.00% |
09/07/2024 | 3.32% | 0.30 CHF | 0.31 CHF | 160,000 | 160,000 | 158,033 | 158,033 | 47,995 CHF | 49,581 CHF | 100.00% | 100.00% |
08/07/2024 | 2.88% | 0.33 CHF | 0.34 CHF | 170,000 | 170,000 | 167,783 | 167,783 | 58,929 CHF | 60,612 CHF | 99.99% | 99.99% |
05/07/2024 | 3.08% | 0.32 CHF | 0.33 CHF | 170,000 | 170,000 | 168,265 | 168,265 | 54,848 CHF | 56,533 CHF | 100.00% | 100.00% |
04/07/2024 | 3.07% | 0.33 CHF | 0.34 CHF | 170,000 | 170,000 | 168,290 | 168,290 | 55,119 CHF | 56,803 CHF | 100.00% | 100.00% |
03/07/2024 | 3.07% | 0.32 CHF | 0.33 CHF | 180,000 | 180,000 | 178,189 | 178,189 | 58,453 CHF | 60,237 CHF | 100.00% | 100.00% |
02/07/2024 | 3.09% | 0.31 CHF | 0.32 CHF | 170,000 | 170,000 | 168,290 | 168,290 | 54,842 CHF | 56,526 CHF | 100.00% | 100.00% |