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 | 2.91% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 164,088 | 164,088 | 55,608 CHF | 57,249 CHF | 100.00% | 100.00% |
12/07/2024 | 3.60% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 199,235 | 199,235 | 54,324 CHF | 56,316 CHF | 99.68% | 99.68% |
11/07/2024 | 3.14% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 54,850 CHF | 56,600 CHF | 98.44% | 98.44% |
10/07/2024 | 2.87% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 152,893 | 152,893 | 52,558 CHF | 54,087 CHF | 96.09% | 96.09% |
09/07/2024 | 2.96% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 166,730 | 166,730 | 55,398 CHF | 57,065 CHF | 99.66% | 99.66% |
08/07/2024 | 3.22% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 177,520 | 177,520 | 54,194 CHF | 55,969 CHF | 99.83% | 99.83% |
05/07/2024 | 3.69% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 199,741 | 199,741 | 53,158 CHF | 55,155 CHF | 100.00% | 100.00% |
04/07/2024 | 3.46% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 188,257 | 188,257 | 53,390 CHF | 55,273 CHF | 100.00% | 100.00% |
03/07/2024 | 3.34% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 51,462 CHF | 53,212 CHF | 99.23% | 99.23% |
02/07/2024 | 3.30% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 175,988 | 175,988 | 52,543 CHF | 54,302 CHF | 99.67% | 99.67% |