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 | 3.38% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 175,619 | 175,619 | 51,053 CHF | 52,809 CHF | 100.00% | 100.00% |
12/07/2024 | 3.30% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 52,157 CHF | 53,907 CHF | 99.69% | 99.69% |
11/07/2024 | 3.26% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 52,734 CHF | 54,484 CHF | 96.51% | 96.51% |
10/07/2024 | 3.18% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 54,228 CHF | 55,978 CHF | 96.11% | 96.11% |
09/07/2024 | 3.05% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 56,579 CHF | 58,329 CHF | 99.64% | 99.64% |
08/07/2024 | 3.19% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 54,035 CHF | 55,785 CHF | 99.84% | 99.84% |
05/07/2024 | 3.37% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 51,107 CHF | 52,857 CHF | 100.00% | 100.00% |
04/07/2024 | 3.24% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 53,211 CHF | 54,961 CHF | 100.00% | 100.00% |
03/07/2024 | 3.27% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 52,719 CHF | 54,469 CHF | 99.25% | 99.25% |
02/07/2024 | 3.00% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 173,955 | 173,955 | 57,096 CHF | 58,836 CHF | 99.66% | 99.66% |