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 | 3.42% | 0.29 CHF | 0.30 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 64,611 CHF | 22,287 CHF | 99.17% | 99.17% |
12/07/2024 | 3.33% | 0.29 CHF | 0.30 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 66,375 CHF | 22,875 CHF | 99.16% | 99.16% |
11/07/2024 | 3.55% | 0.30 CHF | 0.31 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 62,350 CHF | 21,533 CHF | 99.16% | 99.16% |
10/07/2024 | 3.61% | 0.27 CHF | 0.28 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 61,251 CHF | 21,167 CHF | 99.16% | 99.16% |
09/07/2024 | 3.94% | 0.24 CHF | 0.25 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 55,933 CHF | 19,394 CHF | 99.16% | 99.16% |
08/07/2024 | 3.90% | 0.24 CHF | 0.25 CHF | 300,000 | 100,000 | 231,815 | 77,272 | 58,185 CHF | 20,168 CHF | 99.15% | 99.15% |
05/07/2024 | 3.75% | 0.26 CHF | 0.27 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 58,827 CHF | 20,359 CHF | 99.14% | 99.14% |
04/07/2024 | 3.80% | 0.26 CHF | 0.27 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 58,072 CHF | 20,108 CHF | 99.17% | 99.17% |
03/07/2024 | 4.08% | 0.25 CHF | 0.26 CHF | 225,000 | 75,000 | 293,060 | 97,687 | 70,379 CHF | 24,436 CHF | 99.15% | 99.15% |
02/07/2024 | 4.71% | 0.23 CHF | 0.24 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 62,369 CHF | 21,790 CHF | 99.17% | 99.17% |