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 | 3.42% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 180,518 | 180,518 | 51,899 CHF | 53,704 CHF | 99.39% | 99.39% |
12/07/2024 | 3.56% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 55,248 CHF | 57,248 CHF | 99.06% | 99.06% |
11/07/2024 | 3.34% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 178,655 | 178,655 | 52,628 CHF | 54,415 CHF | 97.63% | 97.63% |
10/07/2024 | 3.48% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 193,278 | 193,278 | 54,607 CHF | 56,540 CHF | 95.48% | 95.48% |
09/07/2024 | 3.68% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 53,384 CHF | 55,384 CHF | 99.04% | 99.04% |
08/07/2024 | 3.91% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 204,196 | 204,196 | 51,253 CHF | 53,295 CHF | 99.23% | 99.23% |
05/07/2024 | 4.13% | 0.24 CHF | 0.25 CHF | 200,000 | 200,000 | 220,894 | 220,894 | 52,431 CHF | 54,640 CHF | 99.39% | 99.39% |
04/07/2024 | 3.86% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 50,833 CHF | 52,833 CHF | 99.39% | 99.39% |
03/07/2024 | 4.07% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 221,040 | 221,040 | 53,160 CHF | 55,371 CHF | 98.62% | 98.62% |
02/07/2024 | 3.84% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 203,150 | 203,150 | 51,859 CHF | 53,891 CHF | 99.06% | 99.06% |