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 | 3.48% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 189,685 | 189,685 | 53,513 CHF | 55,410 CHF | 100.00% | 100.00% |
12/07/2024 | 3.43% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 182,948 | 182,948 | 52,448 CHF | 54,277 CHF | 99.67% | 99.67% |
11/07/2024 | 3.17% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 54,432 CHF | 56,182 CHF | 99.44% | 99.44% |
10/07/2024 | 2.94% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 164,547 | 164,547 | 55,027 CHF | 56,673 CHF | 96.07% | 96.07% |
09/07/2024 | 2.91% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 157,300 | 157,300 | 53,286 CHF | 54,859 CHF | 99.66% | 99.66% |
08/07/2024 | 3.27% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 52,645 CHF | 54,395 CHF | 99.84% | 99.84% |
05/07/2024 | 3.27% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 175,260 | 175,260 | 52,769 CHF | 54,522 CHF | 100.00% | 100.00% |
04/07/2024 | 3.26% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 174,926 | 174,926 | 52,822 CHF | 54,571 CHF | 100.00% | 100.00% |
03/07/2024 | 2.94% | 0.33 CHF | 0.34 CHF | 150,000 | 150,000 | 164,694 | 164,694 | 55,088 CHF | 56,735 CHF | 99.24% | 99.24% |
02/07/2024 | 2.70% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 54,935 CHF | 56,435 CHF | 99.67% | 99.67% |