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 | 3.78% | 0.26 CHF | 0.27 CHF | 170,000 | 170,000 | 160,992 | 160,992 | 41,769 CHF | 43,379 CHF | 100.00% | 100.00% |
12/07/2024 | 3.58% | 0.28 CHF | 0.28 CHF | 170,000 | 170,000 | 165,576 | 165,576 | 45,398 CHF | 47,054 CHF | 100.00% | 100.00% |
11/07/2024 | 3.50% | 0.28 CHF | 0.28 CHF | 170,000 | 170,000 | 165,572 | 165,572 | 46,474 CHF | 48,130 CHF | 100.00% | 100.00% |
10/07/2024 | 3.81% | 0.27 CHF | 0.28 CHF | 170,000 | 170,000 | 165,570 | 165,570 | 42,694 CHF | 44,350 CHF | 100.00% | 100.00% |
09/07/2024 | 3.65% | 0.26 CHF | 0.27 CHF | 170,000 | 170,000 | 165,163 | 165,163 | 44,618 CHF | 46,273 CHF | 100.00% | 100.00% |
08/07/2024 | 3.77% | 0.26 CHF | 0.27 CHF | 170,000 | 170,000 | 165,256 | 165,256 | 43,241 CHF | 44,896 CHF | 100.00% | 100.00% |
05/07/2024 | 3.37% | 0.28 CHF | 0.29 CHF | 160,000 | 160,000 | 148,085 | 148,085 | 43,138 CHF | 44,618 CHF | 99.81% | 99.81% |
04/07/2024 | 3.09% | 0.32 CHF | 0.33 CHF | 160,000 | 160,000 | 155,810 | 155,810 | 49,585 CHF | 51,143 CHF | 99.49% | 99.49% |
03/07/2024 | 3.32% | 0.31 CHF | 0.32 CHF | 170,000 | 170,000 | 167,409 | 167,409 | 49,641 CHF | 51,315 CHF | 99.35% | 99.35% |
02/07/2024 | 3.84% | 0.25 CHF | 0.26 CHF | 170,000 | 170,000 | 165,570 | 165,570 | 42,284 CHF | 43,940 CHF | 100.00% | 100.00% |