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 | 3.30% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 52,162 CHF | 53,912 CHF | 99.06% | 99.06% |
12/07/2024 | 3.70% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 195,441 | 195,441 | 51,861 CHF | 53,816 CHF | 98.81% | 98.81% |
11/07/2024 | 2.99% | 0.28 CHF | 0.29 CHF | 175,000 | 175,000 | 156,972 | 156,972 | 51,733 CHF | 53,302 CHF | 96.69% | 96.69% |
10/07/2024 | 3.21% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 175,217 | 175,211 | 53,803 CHF | 55,554 CHF | 95.14% | 95.14% |
09/07/2024 | 3.28% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 177,779 | 177,782 | 53,338 CHF | 55,116 CHF | 98.69% | 98.69% |
08/07/2024 | 3.12% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 175,473 | 175,473 | 55,330 CHF | 57,084 CHF | 98.59% | 98.59% |
05/07/2024 | 3.63% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 54,155 CHF | 56,155 CHF | 99.17% | 99.17% |
04/07/2024 | 3.64% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 200,516 | 200,516 | 54,110 CHF | 56,115 CHF | 99.18% | 99.18% |
03/07/2024 | 4.36% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 241,155 | 241,154 | 54,074 CHF | 56,485 CHF | 98.44% | 98.44% |
02/07/2024 | 5.04% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 267,896 | 267,896 | 51,807 CHF | 54,486 CHF | 98.86% | 98.86% |