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 | 3.91% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 208,464 | 208,464 | 52,200 CHF | 54,284 CHF | 100.00% | 100.00% |
12/07/2024 | 3.90% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 202,258 | 202,257 | 50,794 CHF | 52,816 CHF | 97.76% | 97.76% |
11/07/2024 | 3.53% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 194,499 | 194,499 | 54,056 CHF | 56,001 CHF | 86.49% | 86.49% |
10/07/2024 | 3.29% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 52,255 CHF | 54,005 CHF | 99.77% | 99.77% |
09/07/2024 | 3.40% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 181,522 | 181,525 | 52,466 CHF | 54,282 CHF | 100.00% | 100.00% |
08/07/2024 | 3.51% | 0.29 CHF | 0.30 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 55,918 CHF | 57,918 CHF | 98.99% | 98.99% |
05/07/2024 | 3.63% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 54,151 CHF | 56,151 CHF | 100.00% | 100.00% |
04/07/2024 | 3.58% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 199,262 | 199,263 | 54,745 CHF | 56,738 CHF | 98.16% | 98.16% |
03/07/2024 | 3.29% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 52,394 CHF | 54,144 CHF | 100.00% | 100.00% |
02/07/2024 | 3.30% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 52,204 CHF | 53,954 CHF | 100.00% | 100.00% |