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 | 3.85% | 0.26 CHF | 0.27 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 44,615 CHF | 46,365 CHF | 100.00% | 100.00% |
12/07/2024 | 3.81% | 0.25 CHF | 0.26 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 38,640 CHF | 40,140 CHF | 100.00% | 100.00% |
11/07/2024 | 3.66% | 0.26 CHF | 0.27 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 40,300 CHF | 41,800 CHF | 100.00% | 100.00% |
10/07/2024 | 3.49% | 0.28 CHF | 0.29 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 42,209 CHF | 43,709 CHF | 100.00% | 100.00% |
09/07/2024 | 3.48% | 0.29 CHF | 0.30 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 42,353 CHF | 43,853 CHF | 100.00% | 100.00% |
08/07/2024 | 3.74% | 0.28 CHF | 0.29 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 39,355 CHF | 40,855 CHF | 100.00% | 100.00% |
05/07/2024 | 3.77% | 0.27 CHF | 0.28 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 39,048 CHF | 40,548 CHF | 100.00% | 100.00% |
04/07/2024 | 3.74% | 0.26 CHF | 0.27 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 39,370 CHF | 40,870 CHF | 100.00% | 100.00% |
03/07/2024 | 3.48% | 0.28 CHF | 0.29 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 42,362 CHF | 43,862 CHF | 100.00% | 100.00% |
02/07/2024 | 3.31% | 0.29 CHF | 0.30 CHF | 150,000 | 150,000 | 135,049 | 135,049 | 40,043 CHF | 41,394 CHF | 100.00% | 100.00% |