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 | 2.92% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 154,319 | 154,319 | 52,049 CHF | 53,592 CHF | 99.05% | 99.05% |
12/07/2024 | 2.79% | 0.33 CHF | 0.34 CHF | 150,000 | 150,000 | 152,896 | 152,896 | 54,058 CHF | 55,587 CHF | 98.84% | 98.84% |
11/07/2024 | 3.09% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 171,025 | 171,025 | 54,493 CHF | 56,203 CHF | 89.77% | 89.77% |
10/07/2024 | 2.87% | 0.34 CHF | 0.35 CHF | 150,000 | 150,000 | 154,010 | 154,010 | 52,952 CHF | 54,492 CHF | 95.13% | 95.13% |
09/07/2024 | 3.25% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 53,019 CHF | 54,769 CHF | 98.69% | 98.69% |
08/07/2024 | 3.45% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 185,444 | 185,444 | 52,785 CHF | 54,640 CHF | 98.55% | 98.55% |
05/07/2024 | 3.22% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 53,480 CHF | 55,230 CHF | 99.16% | 99.16% |
04/07/2024 | 3.31% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 52,046 CHF | 53,796 CHF | 99.17% | 99.17% |
03/07/2024 | 3.18% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 54,104 CHF | 55,854 CHF | 98.45% | 98.45% |
02/07/2024 | 3.08% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 174,334 | 174,334 | 55,786 CHF | 57,530 CHF | 98.87% | 98.87% |