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 | 3.62% | 0.27 CHF | 0.28 CHF | 120,000 | 120,000 | 116,873 | 116,873 | 31,704 CHF | 32,873 CHF | 99.99% | 99.99% |
12/07/2024 | 3.29% | 0.30 CHF | 0.31 CHF | 120,000 | 120,000 | 116,877 | 116,877 | 34,921 CHF | 36,089 CHF | 100.00% | 100.00% |
11/07/2024 | 3.30% | 0.29 CHF | 0.30 CHF | 120,000 | 120,000 | 116,875 | 116,875 | 34,858 CHF | 36,027 CHF | 99.99% | 99.99% |
10/07/2024 | 3.37% | 0.30 CHF | 0.31 CHF | 120,000 | 120,000 | 119,863 | 119,863 | 34,955 CHF | 36,154 CHF | 100.00% | 100.00% |
09/07/2024 | 3.28% | 0.28 CHF | 0.30 CHF | 120,000 | 120,000 | 116,585 | 116,585 | 35,171 CHF | 36,340 CHF | 100.00% | 100.00% |
08/07/2024 | 3.21% | 0.31 CHF | 0.32 CHF | 120,000 | 120,000 | 116,659 | 116,659 | 35,919 CHF | 37,088 CHF | 99.99% | 99.99% |
05/07/2024 | 3.03% | 0.32 CHF | 0.33 CHF | 120,000 | 120,000 | 116,867 | 116,867 | 37,956 CHF | 39,125 CHF | 99.82% | 99.82% |
04/07/2024 | 3.17% | 0.31 CHF | 0.32 CHF | 120,000 | 120,000 | 116,857 | 116,857 | 36,329 CHF | 37,498 CHF | 99.50% | 99.50% |
03/07/2024 | 3.33% | 0.31 CHF | 0.32 CHF | 130,000 | 130,000 | 126,590 | 126,590 | 37,400 CHF | 38,666 CHF | 99.36% | 99.36% |
02/07/2024 | 4.02% | 0.26 CHF | 0.27 CHF | 140,000 | 140,000 | 136,351 | 136,351 | 33,255 CHF | 34,619 CHF | 100.00% | 100.00% |