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 | 3.08% | 0.32 CHF | 0.33 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 60,703 CHF | 62,603 CHF | 100.00% | 100.00% |
12/07/2024 | 2.92% | 0.33 CHF | 0.34 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 64,223 CHF | 66,123 CHF | 100.00% | 100.00% |
11/07/2024 | 2.46% | 0.39 CHF | 0.40 CHF | 200,000 | 200,000 | 199,847 | 199,847 | 80,273 CHF | 82,273 CHF | 100.00% | 100.00% |
10/07/2024 | 2.40% | 0.41 CHF | 0.42 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 82,319 CHF | 84,319 CHF | 100.00% | 100.00% |
09/07/2024 | 2.52% | 0.42 CHF | 0.43 CHF | 200,000 | 200,000 | 197,449 | 197,449 | 77,524 CHF | 79,498 CHF | 100.00% | 100.00% |
08/07/2024 | 2.79% | 0.37 CHF | 0.38 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 67,304 CHF | 69,204 CHF | 100.00% | 100.00% |
05/07/2024 | 2.99% | 0.35 CHF | 0.36 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 62,691 CHF | 64,591 CHF | 99.81% | 99.81% |
04/07/2024 | 2.99% | 0.32 CHF | 0.33 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 62,666 CHF | 64,566 CHF | 99.49% | 99.49% |
03/07/2024 | 2.96% | 0.33 CHF | 0.34 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 63,351 CHF | 65,251 CHF | 99.37% | 99.37% |
02/07/2024 | 2.67% | 0.38 CHF | 0.39 CHF | 200,000 | 200,000 | 191,398 | 191,398 | 70,635 CHF | 72,549 CHF | 100.00% | 100.00% |