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 | 3.61% | 0.26 CHF | 0.27 CHF | 390,000 | 390,000 | 384,854 | 384,854 | 104,754 CHF | 108,602 CHF | 100.00% | 100.00% |
12/07/2024 | 3.33% | 0.31 CHF | 0.32 CHF | 380,000 | 380,000 | 379,554 | 379,554 | 112,194 CHF | 115,990 CHF | 100.00% | 100.00% |
11/07/2024 | 3.61% | 0.28 CHF | 0.29 CHF | 390,000 | 390,000 | 385,157 | 385,157 | 105,166 CHF | 109,020 CHF | 100.00% | 100.00% |
10/07/2024 | 5.22% | 0.23 CHF | 0.24 CHF | 390,000 | 390,000 | 399,253 | 399,253 | 75,029 CHF | 79,022 CHF | 100.00% | 100.00% |
09/07/2024 | 5.53% | 0.17 CHF | 0.18 CHF | 400,000 | 400,000 | 398,346 | 398,346 | 70,419 CHF | 74,403 CHF | 99.73% | 99.73% |
08/07/2024 | 4.25% | 0.23 CHF | 0.24 CHF | 390,000 | 390,000 | 389,324 | 389,324 | 89,841 CHF | 93,735 CHF | 99.28% | 99.28% |
05/07/2024 | 3.90% | 0.23 CHF | 0.24 CHF | 390,000 | 390,000 | 388,724 | 388,724 | 98,220 CHF | 102,107 CHF | 100.00% | 100.00% |
04/07/2024 | 4.28% | 0.23 CHF | 0.24 CHF | 390,000 | 390,000 | 388,462 | 388,462 | 89,027 CHF | 92,912 CHF | 99.61% | 99.61% |
03/07/2024 | 4.37% | 0.24 CHF | 0.25 CHF | 390,000 | 390,000 | 391,142 | 391,142 | 87,818 CHF | 91,729 CHF | 100.00% | 100.00% |
02/07/2024 | 5.43% | 0.21 CHF | 0.22 CHF | 400,000 | 400,000 | 400,828 | 400,828 | 73,291 CHF | 77,299 CHF | 99.37% | 99.37% |