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 | 4.21% | 0.25 CHF | 0.26 CHF | 225,000 | 225,000 | 226,006 | 226,006 | 52,581 CHF | 54,841 CHF | 99.05% | 99.05% |
12/07/2024 | 3.61% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 54,474 CHF | 56,474 CHF | 98.80% | 98.80% |
11/07/2024 | 3.61% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 54,382 CHF | 56,382 CHF | 97.26% | 97.26% |
10/07/2024 | 3.63% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 199,821 | 199,821 | 54,119 CHF | 56,117 CHF | 95.13% | 95.13% |
09/07/2024 | 3.35% | 0.29 CHF | 0.30 CHF | 200,000 | 200,000 | 179,962 | 179,962 | 52,760 CHF | 54,559 CHF | 98.69% | 98.69% |
08/07/2024 | 3.18% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 174,736 | 174,736 | 54,148 CHF | 55,895 CHF | 98.58% | 98.58% |
05/07/2024 | 2.77% | 0.34 CHF | 0.35 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 53,449 CHF | 54,949 CHF | 99.17% | 99.17% |
04/07/2024 | 2.73% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 54,300 CHF | 55,800 CHF | 99.17% | 99.17% |
03/07/2024 | 3.07% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 172,617 | 172,617 | 55,406 CHF | 57,132 CHF | 98.43% | 98.43% |
02/07/2024 | 2.96% | 0.34 CHF | 0.35 CHF | 150,000 | 150,000 | 165,085 | 165,085 | 54,856 CHF | 56,507 CHF | 98.82% | 98.82% |