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 | 4.17% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 220,726 | 220,726 | 51,785 CHF | 53,992 CHF | 99.05% | 99.05% |
12/07/2024 | 4.16% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 219,954 | 219,954 | 51,799 CHF | 53,999 CHF | 98.83% | 98.83% |
11/07/2024 | 3.28% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 179,569 | 179,569 | 54,056 CHF | 55,852 CHF | 89.77% | 89.77% |
10/07/2024 | 3.63% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 195,989 | 195,989 | 53,006 CHF | 54,966 CHF | 95.14% | 95.14% |
09/07/2024 | 3.04% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 172,686 | 172,686 | 55,850 CHF | 57,577 CHF | 98.70% | 98.70% |
08/07/2024 | 2.81% | 0.34 CHF | 0.35 CHF | 175,000 | 175,000 | 153,361 | 153,361 | 53,846 CHF | 55,379 CHF | 98.59% | 98.59% |
05/07/2024 | 2.81% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 52,605 CHF | 54,105 CHF | 99.16% | 99.16% |
04/07/2024 | 2.65% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 55,957 CHF | 57,457 CHF | 99.18% | 99.18% |
03/07/2024 | 2.75% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 150,527 | 150,527 | 53,939 CHF | 55,444 CHF | 98.46% | 98.46% |
02/07/2024 | 2.79% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 150,406 | 150,406 | 53,199 CHF | 54,703 CHF | 98.78% | 98.78% |