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 | 3.89% | 0.26 CHF | 0.27 CHF | 420,000 | 420,000 | 420,000 | 420,000 | 106,004 CHF | 110,204 CHF | 99.99% | 99.99% |
12/07/2024 | 3.15% | 0.30 CHF | 0.31 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 124,995 CHF | 128,995 CHF | 100.00% | 100.00% |
11/07/2024 | 3.53% | 0.30 CHF | 0.31 CHF | 410,000 | 410,000 | 410,000 | 410,000 | 114,253 CHF | 118,353 CHF | 100.00% | 100.00% |
10/07/2024 | 3.85% | 0.29 CHF | 0.30 CHF | 430,000 | 430,000 | 430,000 | 430,000 | 109,788 CHF | 114,088 CHF | 99.96% | 99.96% |
09/07/2024 | 3.38% | 0.31 CHF | 0.32 CHF | 410,000 | 410,000 | 408,611 | 408,611 | 119,826 CHF | 123,926 CHF | 100.00% | 100.00% |
08/07/2024 | 3.03% | 0.34 CHF | 0.35 CHF | 370,000 | 370,000 | 369,346 | 369,346 | 120,795 CHF | 124,495 CHF | 99.99% | 99.99% |
05/07/2024 | 2.40% | 0.44 CHF | 0.45 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 144,340 CHF | 147,840 CHF | 100.00% | 100.00% |
04/07/2024 | 2.65% | 0.40 CHF | 0.41 CHF | 360,000 | 360,000 | 359,974 | 360,000 | 134,231 CHF | 137,841 CHF | 100.00% | 100.00% |
03/07/2024 | 2.74% | 0.35 CHF | 0.36 CHF | 390,000 | 390,000 | 390,000 | 390,000 | 140,659 CHF | 144,559 CHF | 99.81% | 99.81% |
02/07/2024 | 2.35% | 0.39 CHF | 0.40 CHF | 390,000 | 390,000 | 390,000 | 390,000 | 164,122 CHF | 168,022 CHF | 99.99% | 99.99% |