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 | 3.71% | 0.28 CHF | 0.29 CHF | 175,000 | 175,000 | 198,016 | 198,016 | 52,451 CHF | 54,431 CHF | 100.00% | 100.00% |
12/07/2024 | 3.97% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 208,722 | 208,722 | 51,555 CHF | 53,643 CHF | 98.45% | 98.45% |
11/07/2024 | 3.87% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 203,514 | 203,513 | 51,568 CHF | 53,603 CHF | 97.41% | 97.41% |
10/07/2024 | 3.98% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 205,742 | 205,741 | 50,607 CHF | 52,664 CHF | 99.79% | 99.79% |
09/07/2024 | 4.14% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 53,305 CHF | 55,555 CHF | 100.00% | 100.00% |
08/07/2024 | 3.86% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 202,872 | 202,872 | 51,604 CHF | 53,632 CHF | 98.99% | 98.99% |
05/07/2024 | 3.59% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 197,948 | 197,947 | 54,118 CHF | 56,098 CHF | 100.00% | 100.00% |
04/07/2024 | 3.81% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 201,756 | 201,756 | 51,942 CHF | 53,960 CHF | 98.16% | 98.16% |
03/07/2024 | 4.24% | 0.25 CHF | 0.26 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 51,934 CHF | 54,184 CHF | 100.00% | 100.00% |
02/07/2024 | 4.54% | 0.22 CHF | 0.23 CHF | 225,000 | 225,000 | 246,973 | 246,975 | 53,160 CHF | 55,630 CHF | 100.00% | 100.00% |