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 | 2.65% | 0.36 CHF | 0.37 CHF | 390,000 | 390,000 | 384,854 | 384,854 | 143,439 CHF | 147,287 CHF | 99.99% | 99.99% |
12/07/2024 | 2.50% | 0.42 CHF | 0.43 CHF | 380,000 | 380,000 | 379,554 | 379,554 | 150,331 CHF | 154,126 CHF | 100.00% | 100.00% |
11/07/2024 | 2.64% | 0.38 CHF | 0.39 CHF | 390,000 | 390,000 | 385,157 | 385,157 | 144,231 CHF | 148,085 CHF | 100.00% | 100.00% |
10/07/2024 | 3.42% | 0.33 CHF | 0.34 CHF | 390,000 | 390,000 | 399,253 | 399,253 | 115,021 CHF | 119,014 CHF | 100.00% | 100.00% |
09/07/2024 | 3.54% | 0.26 CHF | 0.27 CHF | 400,000 | 400,000 | 398,346 | 398,346 | 110,657 CHF | 114,641 CHF | 99.73% | 99.73% |
08/07/2024 | 2.98% | 0.33 CHF | 0.34 CHF | 390,000 | 390,000 | 389,325 | 389,325 | 128,806 CHF | 132,699 CHF | 99.32% | 99.32% |
05/07/2024 | 2.79% | 0.33 CHF | 0.34 CHF | 390,000 | 390,000 | 388,724 | 388,724 | 137,450 CHF | 141,337 CHF | 100.00% | 100.00% |
04/07/2024 | 2.99% | 0.33 CHF | 0.34 CHF | 390,000 | 390,000 | 388,461 | 388,461 | 127,866 CHF | 131,750 CHF | 99.57% | 99.57% |
03/07/2024 | 3.03% | 0.34 CHF | 0.35 CHF | 390,000 | 390,000 | 391,141 | 391,141 | 127,128 CHF | 131,040 CHF | 100.00% | 100.00% |
02/07/2024 | 3.50% | 0.30 CHF | 0.31 CHF | 400,000 | 400,000 | 400,829 | 400,829 | 113,422 CHF | 117,431 CHF | 99.38% | 99.38% |