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 | 3.47% | 0.29 CHF | 0.30 CHF | 200,000 | 200,000 | 192,292 | 192,293 | 54,436 CHF | 56,359 CHF | 100.00% | 100.00% |
12/07/2024 | 3.42% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 185,227 | 185,227 | 53,259 CHF | 55,111 CHF | 99.67% | 99.67% |
11/07/2024 | 3.58% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 54,908 CHF | 56,908 CHF | 98.79% | 98.79% |
10/07/2024 | 3.83% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 202,601 | 202,600 | 51,940 CHF | 53,966 CHF | 96.06% | 96.06% |
09/07/2024 | 3.98% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 214,052 | 214,052 | 52,677 CHF | 54,817 CHF | 99.65% | 99.65% |
08/07/2024 | 3.19% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 175,736 | 175,736 | 54,200 CHF | 55,957 CHF | 99.83% | 99.83% |
05/07/2024 | 3.19% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 54,054 CHF | 55,804 CHF | 100.00% | 100.00% |
04/07/2024 | 3.11% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 175,151 | 175,151 | 55,491 CHF | 57,242 CHF | 100.00% | 100.00% |
03/07/2024 | 3.58% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 198,630 | 198,630 | 54,515 CHF | 56,501 CHF | 99.23% | 99.23% |
02/07/2024 | 4.23% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 227,549 | 227,549 | 52,723 CHF | 54,999 CHF | 99.66% | 99.66% |