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 | 1.98% | 0.50 CHF | 0.51 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 149,998 CHF | 152,998 CHF | 100.00% | 100.00% |
12/07/2024 | 2.00% | 0.51 CHF | 0.52 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 148,448 CHF | 151,448 CHF | 99.93% | 99.93% |
11/07/2024 | 2.05% | 0.51 CHF | 0.52 CHF | 300,000 | 300,000 | 299,830 | 299,830 | 145,396 CHF | 148,396 CHF | 99.02% | 99.02% |
10/07/2024 | 2.10% | 0.46 CHF | 0.47 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 141,292 CHF | 144,292 CHF | 100.00% | 100.00% |
09/07/2024 | 2.09% | 0.47 CHF | 0.48 CHF | 300,000 | 300,000 | 299,639 | 299,639 | 142,389 CHF | 145,389 CHF | 100.00% | 100.00% |
08/07/2024 | 1.99% | 0.49 CHF | 0.50 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 149,308 CHF | 152,308 CHF | 100.00% | 100.00% |
05/07/2024 | 2.08% | 0.48 CHF | 0.49 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 143,043 CHF | 146,043 CHF | 99.81% | 99.81% |
04/07/2024 | 2.16% | 0.47 CHF | 0.48 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 137,693 CHF | 140,693 CHF | 100.00% | 100.00% |
03/07/2024 | 2.25% | 0.46 CHF | 0.47 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 131,716 CHF | 134,716 CHF | 99.95% | 99.95% |
02/07/2024 | 2.31% | 0.43 CHF | 0.44 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 128,249 CHF | 131,249 CHF | 100.00% | 100.00% |