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 | 3.92% | 0.25 CHF | 0.26 CHF | 430,000 | 430,000 | 428,230 | 428,230 | 107,130 CHF | 111,412 CHF | 100.00% | 100.00% |
12/07/2024 | 4.03% | 0.24 CHF | 0.25 CHF | 430,000 | 430,000 | 428,227 | 428,227 | 104,209 CHF | 108,491 CHF | 100.00% | 100.00% |
11/07/2024 | 3.87% | 0.26 CHF | 0.27 CHF | 430,000 | 430,000 | 427,926 | 427,926 | 108,564 CHF | 112,846 CHF | 100.00% | 100.00% |
10/07/2024 | 3.88% | 0.25 CHF | 0.26 CHF | 430,000 | 430,000 | 428,251 | 428,251 | 108,248 CHF | 112,530 CHF | 100.00% | 100.00% |
09/07/2024 | 3.72% | 0.27 CHF | 0.28 CHF | 440,000 | 440,000 | 432,062 | 432,062 | 114,082 CHF | 118,403 CHF | 100.00% | 100.00% |
08/07/2024 | 4.11% | 0.25 CHF | 0.26 CHF | 430,000 | 430,000 | 428,227 | 428,227 | 102,121 CHF | 106,404 CHF | 100.00% | 100.00% |
05/07/2024 | 3.96% | 0.25 CHF | 0.26 CHF | 430,000 | 430,000 | 428,227 | 428,227 | 106,120 CHF | 110,402 CHF | 100.00% | 100.00% |
04/07/2024 | 3.86% | 0.26 CHF | 0.27 CHF | 430,000 | 430,000 | 428,227 | 428,227 | 108,891 CHF | 113,174 CHF | 100.00% | 100.00% |
03/07/2024 | 3.65% | 0.26 CHF | 0.27 CHF | 430,000 | 430,000 | 433,926 | 433,926 | 116,810 CHF | 121,149 CHF | 100.00% | 100.00% |
02/07/2024 | 3.52% | 0.28 CHF | 0.29 CHF | 440,000 | 440,000 | 438,181 | 438,181 | 122,177 CHF | 126,558 CHF | 100.00% | 100.00% |