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 | 3.29% | 0.28 CHF | 0.29 CHF | 175,000 | 175,000 | 175,263 | 175,263 | 52,409 CHF | 54,162 CHF | 99.06% | 99.06% |
12/07/2024 | 2.97% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 156,318 | 156,318 | 51,877 CHF | 53,440 CHF | 98.85% | 98.85% |
11/07/2024 | 3.50% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 193,207 | 193,207 | 54,261 CHF | 56,193 CHF | 89.77% | 89.77% |
10/07/2024 | 3.28% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 178,210 | 178,210 | 53,465 CHF | 55,247 CHF | 95.14% | 95.14% |
09/07/2024 | 3.84% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 51,178 CHF | 53,178 CHF | 98.68% | 98.68% |
08/07/2024 | 4.11% | 0.24 CHF | 0.25 CHF | 200,000 | 200,000 | 224,063 | 224,063 | 53,434 CHF | 55,674 CHF | 98.56% | 98.56% |
05/07/2024 | 3.77% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 200,464 | 200,464 | 52,166 CHF | 54,171 CHF | 99.16% | 99.16% |
04/07/2024 | 3.97% | 0.26 CHF | 0.27 CHF | 225,000 | 225,000 | 215,690 | 215,690 | 53,251 CHF | 55,408 CHF | 99.17% | 99.17% |
03/07/2024 | 3.77% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 52,082 CHF | 54,082 CHF | 98.44% | 98.44% |
02/07/2024 | 3.58% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 198,282 | 198,282 | 54,391 CHF | 56,374 CHF | 98.84% | 98.84% |