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 | 3.68% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 53,305 CHF | 55,305 CHF | 100.00% | 100.00% |
12/07/2024 | 3.71% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 199,884 | 199,884 | 52,884 CHF | 54,883 CHF | 99.69% | 99.69% |
11/07/2024 | 3.38% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 179,146 | 179,146 | 52,074 CHF | 53,866 CHF | 99.18% | 99.18% |
10/07/2024 | 3.06% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 171,586 | 171,586 | 55,148 CHF | 56,864 CHF | 96.07% | 96.07% |
09/07/2024 | 2.96% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 161,530 | 161,530 | 53,703 CHF | 55,318 CHF | 99.66% | 99.66% |
08/07/2024 | 3.87% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 208,316 | 208,316 | 52,753 CHF | 54,837 CHF | 99.84% | 99.84% |
05/07/2024 | 3.37% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 176,042 | 176,042 | 51,391 CHF | 53,151 CHF | 100.00% | 100.00% |
04/07/2024 | 3.41% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 185,000 | 185,000 | 53,309 CHF | 55,159 CHF | 100.00% | 100.00% |
03/07/2024 | 2.93% | 0.33 CHF | 0.34 CHF | 150,000 | 150,000 | 160,814 | 160,813 | 54,117 CHF | 55,725 CHF | 99.25% | 99.25% |
02/07/2024 | 2.40% | 0.41 CHF | 0.42 CHF | 125,000 | 125,000 | 125,589 | 125,589 | 51,712 CHF | 52,968 CHF | 99.67% | 99.67% |