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 | 4.05% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 220,432 | 220,432 | 53,278 CHF | 55,483 CHF | 99.06% | 99.06% |
12/07/2024 | 3.69% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 202,457 | 202,457 | 53,854 CHF | 55,878 CHF | 98.81% | 98.81% |
11/07/2024 | 4.30% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 236,221 | 236,221 | 53,646 CHF | 56,008 CHF | 96.23% | 96.23% |
10/07/2024 | 3.98% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 210,038 | 210,039 | 51,676 CHF | 53,777 CHF | 95.14% | 95.14% |
09/07/2024 | 3.87% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 50,746 CHF | 52,746 CHF | 98.68% | 98.68% |
08/07/2024 | 4.18% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 221,449 | 221,449 | 51,854 CHF | 54,069 CHF | 98.59% | 98.59% |
05/07/2024 | 3.78% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 51,961 CHF | 53,961 CHF | 99.17% | 99.17% |
04/07/2024 | 3.74% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 199,483 | 199,483 | 52,342 CHF | 54,336 CHF | 99.18% | 99.18% |
03/07/2024 | 3.24% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 53,224 CHF | 54,974 CHF | 98.46% | 98.46% |
02/07/2024 | 2.86% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 154,055 | 154,055 | 53,073 CHF | 54,613 CHF | 98.86% | 98.86% |