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 | 3.33% | 0.30 CHF | 0.31 CHF | 490,000 | 490,000 | 490,000 | 490,000 | 144,586 CHF | 149,486 CHF | 100.00% | 100.00% |
12/07/2024 | 3.07% | 0.29 CHF | 0.30 CHF | 460,000 | 460,000 | 460,000 | 460,000 | 147,814 CHF | 152,414 CHF | 100.00% | 100.00% |
11/07/2024 | 2.65% | 0.32 CHF | 0.33 CHF | 410,000 | 410,000 | 410,000 | 410,000 | 156,006 CHF | 160,106 CHF | 71.59% | 71.59% |
10/07/2024 | 2.32% | 0.43 CHF | 0.44 CHF | 410,000 | 410,000 | 410,000 | 410,000 | 174,510 CHF | 178,610 CHF | 100.00% | 100.00% |
09/07/2024 | 2.43% | 0.43 CHF | 0.44 CHF | 420,000 | 420,000 | 419,049 | 419,049 | 171,482 CHF | 175,682 CHF | 100.00% | 100.00% |
08/07/2024 | 2.46% | 0.40 CHF | 0.41 CHF | 430,000 | 430,000 | 429,261 | 429,261 | 172,936 CHF | 177,236 CHF | 100.00% | 100.00% |
05/07/2024 | 2.41% | 0.41 CHF | 0.42 CHF | 420,000 | 420,000 | 420,000 | 420,000 | 171,848 CHF | 176,048 CHF | 100.00% | 100.00% |
04/07/2024 | 2.33% | 0.42 CHF | 0.43 CHF | 420,000 | 420,000 | 420,000 | 420,000 | 177,875 CHF | 182,075 CHF | 100.00% | 100.00% |
03/07/2024 | 2.20% | 0.43 CHF | 0.44 CHF | 420,000 | 420,000 | 420,000 | 420,000 | 189,133 CHF | 193,333 CHF | 100.00% | 100.00% |
02/07/2024 | 2.19% | 0.45 CHF | 0.46 CHF | 430,000 | 430,000 | 430,000 | 430,000 | 194,339 CHF | 198,639 CHF | 100.00% | 100.00% |