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 | 1.89% | 0.49 CHF | 0.50 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 131,119 CHF | 133,619 CHF | 84.90% | 84.90% |
12/07/2024 | 1.95% | 0.53 CHF | 0.54 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 126,805 CHF | 129,305 CHF | 84.54% | 84.54% |
11/07/2024 | 2.08% | 0.48 CHF | 0.49 CHF | 250,000 | 250,000 | 256,430 | 256,431 | 122,260 CHF | 124,825 CHF | 89.34% | 89.34% |
10/07/2024 | 2.43% | 0.43 CHF | 0.44 CHF | 275,000 | 275,000 | 275,000 | 275,000 | 111,628 CHF | 114,378 CHF | 91.71% | 91.71% |
09/07/2024 | 2.38% | 0.40 CHF | 0.41 CHF | 275,000 | 275,000 | 275,000 | 275,000 | 114,127 CHF | 116,877 CHF | 96.72% | 96.72% |
08/07/2024 | 2.46% | 0.40 CHF | 0.41 CHF | 275,000 | 275,000 | 275,000 | 275,000 | 110,390 CHF | 113,140 CHF | 98.09% | 98.09% |
05/07/2024 | 2.40% | 0.39 CHF | 0.40 CHF | 275,000 | 275,000 | 275,000 | 275,000 | 113,164 CHF | 115,914 CHF | 97.89% | 97.89% |
04/07/2024 | 2.44% | 0.42 CHF | 0.43 CHF | 275,000 | 275,000 | 275,000 | 275,000 | 111,543 CHF | 114,293 CHF | 97.50% | 97.50% |
03/07/2024 | 2.49% | 0.40 CHF | 0.41 CHF | 275,000 | 275,000 | 275,291 | 275,291 | 109,026 CHF | 111,779 CHF | 98.95% | 98.95% |
02/07/2024 | 2.66% | 0.39 CHF | 0.40 CHF | 300,000 | 300,000 | 299,133 | 299,133 | 110,937 CHF | 113,928 CHF | 99.50% | 99.50% |