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 | 3.39% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 178,573 | 178,573 | 51,738 CHF | 53,524 CHF | 100.00% | 100.00% |
12/07/2024 | 3.54% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 195,408 | 195,408 | 54,161 CHF | 56,115 CHF | 99.66% | 99.66% |
11/07/2024 | 3.67% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 53,582 CHF | 55,582 CHF | 96.63% | 96.63% |
10/07/2024 | 3.74% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,157 | 200,157 | 52,574 CHF | 54,576 CHF | 96.09% | 96.09% |
09/07/2024 | 3.74% | 0.24 CHF | 0.25 CHF | 200,000 | 200,000 | 199,985 | 199,985 | 52,516 CHF | 54,515 CHF | 99.66% | 99.66% |
08/07/2024 | 3.20% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 175,780 | 175,780 | 53,990 CHF | 55,748 CHF | 99.84% | 99.84% |
05/07/2024 | 3.48% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 192,964 | 192,964 | 54,478 CHF | 56,408 CHF | 100.00% | 100.00% |
04/07/2024 | 3.94% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 204,022 | 204,022 | 50,692 CHF | 52,732 CHF | 100.00% | 100.00% |
03/07/2024 | 4.17% | 0.25 CHF | 0.26 CHF | 225,000 | 225,000 | 224,635 | 224,635 | 52,732 CHF | 54,979 CHF | 99.23% | 99.23% |
02/07/2024 | 4.61% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 247,650 | 247,650 | 52,553 CHF | 55,029 CHF | 99.66% | 99.66% |