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 | 3.12% | 0.33 CHF | 0.34 CHF | 550,000 | 550,000 | 550,000 | 550,000 | 173,661 CHF | 179,161 CHF | 100.00% | 100.00% |
12/07/2024 | 3.27% | 0.32 CHF | 0.33 CHF | 570,000 | 570,000 | 570,000 | 570,000 | 171,512 CHF | 177,212 CHF | 99.85% | 99.85% |
11/07/2024 | 3.46% | 0.30 CHF | 0.31 CHF | 580,000 | 580,000 | 580,000 | 580,000 | 165,150 CHF | 170,950 CHF | 71.49% | 71.49% |
10/07/2024 | 3.89% | 0.26 CHF | 0.27 CHF | 590,000 | 590,000 | 590,000 | 590,000 | 148,844 CHF | 154,744 CHF | 99.38% | 99.38% |
09/07/2024 | 3.92% | 0.24 CHF | 0.25 CHF | 590,000 | 590,000 | 587,728 | 587,728 | 148,014 CHF | 153,914 CHF | 100.00% | 100.00% |
08/07/2024 | 3.69% | 0.27 CHF | 0.28 CHF | 590,000 | 590,000 | 588,976 | 588,976 | 157,091 CHF | 162,991 CHF | 100.00% | 100.00% |
05/07/2024 | 3.75% | 0.26 CHF | 0.27 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 156,938 CHF | 162,938 CHF | 99.56% | 99.56% |
04/07/2024 | 4.01% | 0.26 CHF | 0.27 CHF | 620,000 | 620,000 | 620,000 | 620,000 | 151,354 CHF | 157,554 CHF | 100.00% | 100.00% |
03/07/2024 | 4.26% | 0.25 CHF | 0.26 CHF | 640,000 | 640,000 | 640,000 | 640,000 | 147,369 CHF | 153,769 CHF | 99.77% | 99.77% |
02/07/2024 | 4.79% | 0.21 CHF | 0.22 CHF | 650,000 | 650,000 | 650,000 | 650,000 | 132,408 CHF | 138,908 CHF | 99.93% | 99.93% |