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 | 3.50% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 197,943 | 197,943 | 55,591 CHF | 57,571 CHF | 99.39% | 99.39% |
12/07/2024 | 3.52% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 199,668 | 199,668 | 55,670 CHF | 57,667 CHF | 99.08% | 99.08% |
11/07/2024 | 3.36% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 175,264 | 175,264 | 51,335 CHF | 53,087 CHF | 97.76% | 97.76% |
10/07/2024 | 3.30% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 52,142 CHF | 53,892 CHF | 95.48% | 95.48% |
09/07/2024 | 3.20% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 53,821 CHF | 55,571 CHF | 99.06% | 99.06% |
08/07/2024 | 3.29% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 52,356 CHF | 54,106 CHF | 99.25% | 99.25% |
05/07/2024 | 3.37% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 175,790 | 175,790 | 51,252 CHF | 53,010 CHF | 99.39% | 99.39% |
04/07/2024 | 3.30% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 52,132 CHF | 53,882 CHF | 99.39% | 99.39% |
03/07/2024 | 3.27% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 52,687 CHF | 54,437 CHF | 98.64% | 98.64% |
02/07/2024 | 3.03% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 56,921 CHF | 58,671 CHF | 99.06% | 99.06% |