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 | 3.21% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 53,696 CHF | 55,446 CHF | 100.00% | 100.00% |
12/07/2024 | 3.35% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 178,226 | 178,226 | 52,432 CHF | 54,214 CHF | 99.69% | 99.69% |
11/07/2024 | 3.67% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 53,510 CHF | 55,510 CHF | 99.43% | 99.43% |
10/07/2024 | 3.88% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 201,029 | 201,029 | 50,852 CHF | 52,862 CHF | 96.08% | 96.08% |
09/07/2024 | 3.84% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 205,377 | 205,377 | 52,447 CHF | 54,501 CHF | 99.67% | 99.67% |
08/07/2024 | 3.43% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 184,866 | 184,866 | 52,989 CHF | 54,838 CHF | 99.84% | 99.84% |
05/07/2024 | 3.31% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 179,011 | 179,011 | 53,211 CHF | 55,001 CHF | 100.00% | 100.00% |
04/07/2024 | 3.32% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 51,779 CHF | 53,529 CHF | 100.00% | 100.00% |
03/07/2024 | 3.47% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 186,479 | 186,479 | 52,709 CHF | 54,573 CHF | 99.23% | 99.23% |
02/07/2024 | 4.04% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 215,348 | 215,348 | 52,217 CHF | 54,370 CHF | 99.66% | 99.66% |