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% | 0.30 CHF | 0.31 CHF | 285,000 | 285,000 | 283,700 | 283,700 | 81,649 CHF | 84,486 CHF | 99.80% | 99.80% |
12/07/2024 | 3.72% | 0.25 CHF | 0.26 CHF | 280,000 | 280,000 | 278,814 | 278,814 | 73,576 CHF | 76,364 CHF | 100.00% | 100.00% |
11/07/2024 | 3.44% | 0.27 CHF | 0.28 CHF | 280,000 | 280,000 | 283,253 | 283,253 | 81,180 CHF | 84,014 CHF | 100.00% | 100.00% |
10/07/2024 | 3.05% | 0.30 CHF | 0.31 CHF | 285,000 | 285,000 | 289,757 | 289,757 | 93,975 CHF | 96,873 CHF | 100.00% | 100.00% |
09/07/2024 | 2.93% | 0.34 CHF | 0.35 CHF | 295,000 | 295,000 | 292,207 | 292,207 | 98,308 CHF | 101,230 CHF | 100.00% | 100.00% |
08/07/2024 | 2.91% | 0.35 CHF | 0.36 CHF | 295,000 | 295,000 | 293,664 | 293,664 | 99,453 CHF | 102,389 CHF | 100.00% | 100.00% |
05/07/2024 | 3.05% | 0.34 CHF | 0.35 CHF | 295,000 | 295,000 | 289,681 | 289,681 | 93,658 CHF | 96,555 CHF | 99.82% | 99.82% |
04/07/2024 | 3.00% | 0.33 CHF | 0.34 CHF | 290,000 | 290,000 | 290,860 | 290,860 | 95,674 CHF | 98,582 CHF | 91.06% | 91.06% |
03/07/2024 | 3.12% | 0.32 CHF | 0.33 CHF | 290,000 | 290,000 | 288,754 | 288,754 | 91,251 CHF | 94,138 CHF | 95.94% | 95.94% |
02/07/2024 | 2.91% | 0.33 CHF | 0.34 CHF | 295,000 | 295,000 | 293,677 | 293,677 | 99,651 CHF | 102,588 CHF | 99.99% | 99.99% |