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 | 3.99% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 210,784 | 210,784 | 51,753 CHF | 53,861 CHF | 100.00% | 100.00% |
12/07/2024 | 3.75% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 202,794 | 202,794 | 53,052 CHF | 55,080 CHF | 99.67% | 99.67% |
11/07/2024 | 3.48% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 190,669 | 190,669 | 53,836 CHF | 55,742 CHF | 96.81% | 96.81% |
10/07/2024 | 3.34% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 179,070 | 179,070 | 52,665 CHF | 54,456 CHF | 96.08% | 96.08% |
09/07/2024 | 3.34% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 182,592 | 182,592 | 53,750 CHF | 55,576 CHF | 99.66% | 99.66% |
08/07/2024 | 4.15% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 224,520 | 224,520 | 53,029 CHF | 55,275 CHF | 99.84% | 99.84% |
05/07/2024 | 3.58% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 198,343 | 198,343 | 54,468 CHF | 56,451 CHF | 100.00% | 100.00% |
04/07/2024 | 2.98% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 170,981 | 170,981 | 56,505 CHF | 58,214 CHF | 100.00% | 100.00% |
03/07/2024 | 2.83% | 0.33 CHF | 0.34 CHF | 150,000 | 150,000 | 153,409 | 153,409 | 53,435 CHF | 54,969 CHF | 99.23% | 99.23% |
02/07/2024 | 2.49% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 133,014 | 133,014 | 52,726 CHF | 54,056 CHF | 99.68% | 99.68% |