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 | 3.61% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 199,601 | 199,601 | 54,255 CHF | 56,251 CHF | 100.00% | 100.00% |
12/07/2024 | 3.49% | 0.28 CHF | 0.29 CHF | 175,000 | 175,000 | 196,224 | 196,224 | 55,181 CHF | 57,143 CHF | 99.67% | 99.67% |
11/07/2024 | 3.59% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 54,753 CHF | 56,753 CHF | 98.91% | 98.91% |
10/07/2024 | 3.83% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 204,603 | 204,603 | 52,475 CHF | 54,521 CHF | 96.08% | 96.08% |
09/07/2024 | 3.96% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 205,497 | 205,497 | 50,885 CHF | 52,940 CHF | 99.65% | 99.65% |
08/07/2024 | 3.52% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 197,386 | 197,386 | 55,155 CHF | 57,128 CHF | 99.85% | 99.85% |
05/07/2024 | 3.50% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 192,198 | 192,198 | 53,943 CHF | 55,865 CHF | 100.00% | 100.00% |
04/07/2024 | 3.38% | 0.29 CHF | 0.30 CHF | 200,000 | 200,000 | 179,422 | 179,422 | 52,189 CHF | 53,983 CHF | 100.00% | 100.00% |
03/07/2024 | 3.50% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 191,871 | 191,871 | 53,836 CHF | 55,755 CHF | 99.24% | 99.24% |
02/07/2024 | 3.89% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 202,422 | 202,421 | 51,106 CHF | 53,130 CHF | 99.67% | 99.67% |