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 | 3.06% | 0.30 CHF | 0.31 CHF | 235,000 | 235,000 | 102,731 | 102,731 | 32,074 CHF | 33,103 CHF | 100.00% | 100.00% |
12/07/2024 | 2.86% | 0.35 CHF | 0.36 CHF | 225,000 | 225,000 | 98,471 | 98,471 | 37,877 CHF | 38,883 CHF | 100.00% | 100.00% |
11/07/2024 | 3.60% | 0.32 CHF | 0.33 CHF | 230,000 | 230,000 | 103,655 | 103,655 | 30,472 CHF | 31,511 CHF | 99.99% | 99.99% |
10/07/2024 | 5.45% | 0.23 CHF | 0.24 CHF | 240,000 | 240,000 | 107,295 | 107,295 | 24,317 CHF | 25,552 CHF | 99.90% | 99.90% |
09/07/2024 | 4.92% | 0.22 CHF | 0.23 CHF | 240,000 | 240,000 | 107,172 | 107,172 | 25,218 CHF | 26,394 CHF | 99.73% | 99.73% |
08/07/2024 | 3.68% | 0.24 CHF | 0.25 CHF | 240,000 | 240,000 | 105,615 | 105,615 | 28,046 CHF | 29,105 CHF | 99.29% | 99.29% |
05/07/2024 | 4.07% | 0.24 CHF | 0.25 CHF | 240,000 | 240,000 | 106,433 | 106,433 | 25,612 CHF | 26,678 CHF | 99.99% | 99.99% |
04/07/2024 | 5.25% | 0.24 CHF | 0.25 CHF | 96,000 | 96,000 | 76,924 | 76,924 | 18,060 CHF | 18,987 CHF | 99.63% | 99.63% |
03/07/2024 | 3.71% | 0.22 CHF | 0.23 CHF | 240,000 | 240,000 | 105,165 | 105,165 | 27,696 CHF | 28,750 CHF | 100.00% | 100.00% |
02/07/2024 | 5.54% | 0.21 CHF | 0.22 CHF | 240,000 | 240,000 | 106,606 | 106,606 | 23,979 CHF | 25,208 CHF | 100.00% | 100.00% |