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 | 3.64% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 53,970 CHF | 55,970 CHF | 100.00% | 100.00% |
12/07/2024 | 3.54% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 198,722 | 198,722 | 55,141 CHF | 57,128 CHF | 99.67% | 99.67% |
11/07/2024 | 3.44% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 185,853 | 185,853 | 53,056 CHF | 54,914 CHF | 96.99% | 96.99% |
10/07/2024 | 3.39% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 179,611 | 179,611 | 52,048 CHF | 53,844 CHF | 96.07% | 96.07% |
09/07/2024 | 3.42% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 185,703 | 185,703 | 53,280 CHF | 55,137 CHF | 99.65% | 99.65% |
08/07/2024 | 3.82% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 51,370 CHF | 53,370 CHF | 99.85% | 99.85% |
05/07/2024 | 3.59% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 199,899 | 199,899 | 54,683 CHF | 56,682 CHF | 100.00% | 100.00% |
04/07/2024 | 3.24% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 53,108 CHF | 54,858 CHF | 100.00% | 100.00% |
03/07/2024 | 3.16% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 54,597 CHF | 56,347 CHF | 99.23% | 99.23% |
02/07/2024 | 2.89% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 156,700 | 156,700 | 53,311 CHF | 54,878 CHF | 99.66% | 99.66% |