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% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 220,600 | 220,600 | 53,387 CHF | 55,593 CHF | 100.00% | 100.00% |
12/07/2024 | 4.36% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 234,187 | 234,187 | 52,501 CHF | 54,843 CHF | 99.67% | 99.67% |
11/07/2024 | 3.62% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 198,735 | 198,735 | 53,950 CHF | 55,938 CHF | 99.29% | 99.29% |
10/07/2024 | 3.07% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 169,929 | 169,929 | 54,539 CHF | 56,238 CHF | 96.09% | 96.09% |
09/07/2024 | 3.20% | 0.34 CHF | 0.35 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 53,908 CHF | 55,658 CHF | 99.67% | 99.67% |
08/07/2024 | 3.55% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 194,849 | 194,850 | 53,891 CHF | 55,840 CHF | 99.83% | 99.83% |
05/07/2024 | 3.69% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 199,477 | 199,477 | 53,141 CHF | 55,136 CHF | 100.00% | 100.00% |
04/07/2024 | 3.63% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 54,159 CHF | 56,159 CHF | 100.00% | 100.00% |
03/07/2024 | 3.69% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 200,558 | 200,558 | 53,453 CHF | 55,459 CHF | 99.23% | 99.23% |
02/07/2024 | 3.24% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 175,287 | 175,287 | 53,213 CHF | 54,966 CHF | 99.67% | 99.67% |