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 | 3.04% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 174,444 | 174,444 | 56,516 CHF | 58,260 CHF | 100.00% | 100.00% |
12/07/2024 | 2.92% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 156,421 | 156,421 | 52,740 CHF | 54,305 CHF | 99.66% | 99.66% |
11/07/2024 | 2.79% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 53,053 CHF | 54,553 CHF | 96.82% | 96.82% |
10/07/2024 | 2.72% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 54,392 CHF | 55,892 CHF | 96.07% | 96.07% |
09/07/2024 | 2.74% | 0.39 CHF | 0.40 CHF | 150,000 | 150,000 | 150,015 | 150,015 | 54,153 CHF | 55,653 CHF | 99.66% | 99.66% |
08/07/2024 | 3.19% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 174,946 | 174,946 | 54,000 CHF | 55,750 CHF | 99.83% | 99.83% |
05/07/2024 | 2.90% | 0.34 CHF | 0.35 CHF | 150,000 | 150,000 | 154,686 | 154,686 | 52,554 CHF | 54,101 CHF | 100.00% | 100.00% |
04/07/2024 | 2.52% | 0.39 CHF | 0.40 CHF | 150,000 | 150,000 | 145,981 | 145,981 | 57,088 CHF | 58,548 CHF | 100.00% | 100.00% |
03/07/2024 | 2.44% | 0.39 CHF | 0.40 CHF | 125,000 | 125,000 | 129,456 | 129,456 | 52,461 CHF | 53,756 CHF | 99.23% | 99.23% |
02/07/2024 | 2.21% | 0.42 CHF | 0.43 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 56,061 CHF | 57,311 CHF | 99.67% | 99.67% |