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 | 3.72% | 0.25 CHF | 0.26 CHF | 225,000 | 225,000 | 202,190 | 202,190 | 53,428 CHF | 55,450 CHF | 100.00% | 100.00% |
12/07/2024 | 3.15% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 175,246 | 175,246 | 54,781 CHF | 56,534 CHF | 99.68% | 99.68% |
11/07/2024 | 3.66% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 53,616 CHF | 55,616 CHF | 98.31% | 98.31% |
10/07/2024 | 3.98% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 208,588 | 208,588 | 51,376 CHF | 53,462 CHF | 96.07% | 96.07% |
09/07/2024 | 3.90% | 0.24 CHF | 0.25 CHF | 200,000 | 200,000 | 203,138 | 203,138 | 51,054 CHF | 53,086 CHF | 99.66% | 99.66% |
08/07/2024 | 3.58% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 194,501 | 194,501 | 53,288 CHF | 55,233 CHF | 99.83% | 99.83% |
05/07/2024 | 3.10% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 55,604 CHF | 57,354 CHF | 100.00% | 100.00% |
04/07/2024 | 3.32% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 51,934 CHF | 53,684 CHF | 100.00% | 100.00% |
03/07/2024 | 3.40% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 181,258 | 181,258 | 52,359 CHF | 54,172 CHF | 99.23% | 99.23% |
02/07/2024 | 3.41% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 186,379 | 186,379 | 53,652 CHF | 55,516 CHF | 99.66% | 99.66% |