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 | 4.01% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 210,694 | 210,694 | 51,508 CHF | 53,615 CHF | 99.05% | 99.05% |
12/07/2024 | 3.36% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 180,212 | 180,212 | 52,777 CHF | 54,579 CHF | 98.84% | 98.84% |
11/07/2024 | 3.76% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 52,244 CHF | 54,244 CHF | 89.76% | 89.76% |
10/07/2024 | 3.49% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 198,241 | 198,241 | 55,828 CHF | 57,810 CHF | 95.10% | 95.10% |
09/07/2024 | 3.51% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 197,460 | 197,460 | 55,242 CHF | 57,217 CHF | 98.69% | 98.69% |
08/07/2024 | 3.61% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 195,704 | 195,704 | 53,171 CHF | 55,128 CHF | 98.57% | 98.57% |
05/07/2024 | 3.00% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 158,356 | 158,355 | 52,054 CHF | 53,638 CHF | 99.17% | 99.17% |
04/07/2024 | 2.92% | 0.34 CHF | 0.35 CHF | 175,000 | 175,000 | 156,338 | 156,338 | 52,827 CHF | 54,390 CHF | 99.17% | 99.17% |
03/07/2024 | 2.92% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 154,823 | 154,823 | 52,296 CHF | 53,844 CHF | 98.44% | 98.44% |
02/07/2024 | 2.82% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 154,602 | 154,601 | 53,917 CHF | 55,463 CHF | 98.76% | 98.76% |