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 | 3.94% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 207,553 | 207,553 | 51,616 CHF | 53,691 CHF | 100.00% | 100.00% |
12/07/2024 | 3.87% | 0.24 CHF | 0.25 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 50,724 CHF | 52,724 CHF | 99.68% | 99.68% |
11/07/2024 | 3.66% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 53,695 CHF | 55,695 CHF | 99.42% | 99.42% |
10/07/2024 | 3.44% | 0.28 CHF | 0.29 CHF | 175,000 | 175,000 | 183,641 | 183,641 | 52,490 CHF | 54,326 CHF | 96.08% | 96.08% |
09/07/2024 | 3.40% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 180,207 | 180,207 | 52,058 CHF | 53,860 CHF | 99.65% | 99.65% |
08/07/2024 | 3.74% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 52,491 CHF | 54,491 CHF | 99.84% | 99.84% |
05/07/2024 | 3.76% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 52,247 CHF | 54,247 CHF | 100.00% | 100.00% |
04/07/2024 | 3.74% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 199,926 | 199,926 | 52,426 CHF | 54,425 CHF | 100.00% | 100.00% |
03/07/2024 | 3.46% | 0.28 CHF | 0.29 CHF | 175,000 | 175,000 | 189,694 | 189,694 | 53,851 CHF | 55,748 CHF | 99.24% | 99.24% |
02/07/2024 | 3.21% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 53,593 CHF | 55,343 CHF | 99.65% | 99.65% |