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 | 2.40% | 0.39 CHF | 0.40 CHF | 235,000 | 235,000 | 102,733 | 102,733 | 41,392 CHF | 42,421 CHF | 100.00% | 100.00% |
12/07/2024 | 2.30% | 0.44 CHF | 0.45 CHF | 225,000 | 225,000 | 98,467 | 98,467 | 46,873 CHF | 47,879 CHF | 100.00% | 100.00% |
11/07/2024 | 2.72% | 0.41 CHF | 0.42 CHF | 230,000 | 230,000 | 103,636 | 103,636 | 39,911 CHF | 40,950 CHF | 99.97% | 99.97% |
10/07/2024 | 3.14% | 0.32 CHF | 0.33 CHF | 240,000 | 240,000 | 107,294 | 107,294 | 34,122 CHF | 35,197 CHF | 99.89% | 99.89% |
09/07/2024 | 3.07% | 0.31 CHF | 0.32 CHF | 240,000 | 240,000 | 107,171 | 107,171 | 35,070 CHF | 36,144 CHF | 99.73% | 99.73% |
08/07/2024 | 2.77% | 0.33 CHF | 0.34 CHF | 240,000 | 240,000 | 105,601 | 105,601 | 37,700 CHF | 38,758 CHF | 99.33% | 99.33% |
05/07/2024 | 2.99% | 0.33 CHF | 0.34 CHF | 240,000 | 240,000 | 106,445 | 106,445 | 35,306 CHF | 36,373 CHF | 100.00% | 100.00% |
04/07/2024 | 3.03% | 0.32 CHF | 0.33 CHF | 96,000 | 96,000 | 76,921 | 76,921 | 25,061 CHF | 25,831 CHF | 99.65% | 99.65% |
03/07/2024 | 2.78% | 0.31 CHF | 0.32 CHF | 240,000 | 240,000 | 105,163 | 105,163 | 37,319 CHF | 38,372 CHF | 100.00% | 100.00% |
02/07/2024 | 3.17% | 0.30 CHF | 0.31 CHF | 240,000 | 240,000 | 106,606 | 106,606 | 33,747 CHF | 34,817 CHF | 100.00% | 100.00% |