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 | 2.57% | 0.39 CHF | 0.40 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 57,679 CHF | 59,179 CHF | 100.00% | 100.00% |
12/07/2024 | 2.50% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 135,038 | 135,039 | 53,267 CHF | 54,617 CHF | 99.76% | 99.76% |
11/07/2024 | 2.44% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 133,461 | 133,461 | 53,864 CHF | 55,199 CHF | 100.00% | 100.00% |
10/07/2024 | 2.37% | 0.43 CHF | 0.44 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 52,141 CHF | 53,391 CHF | 94.70% | 94.70% |
09/07/2024 | 2.39% | 0.42 CHF | 0.43 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 51,776 CHF | 53,026 CHF | 99.67% | 99.67% |
08/07/2024 | 2.49% | 0.41 CHF | 0.42 CHF | 125,000 | 125,000 | 133,968 | 133,967 | 53,096 CHF | 54,436 CHF | 100.00% | 100.00% |
05/07/2024 | 2.36% | 0.42 CHF | 0.43 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 52,453 CHF | 53,703 CHF | 100.00% | 100.00% |
04/07/2024 | 2.26% | 0.43 CHF | 0.44 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 54,717 CHF | 55,967 CHF | 100.00% | 100.00% |
03/07/2024 | 2.17% | 0.44 CHF | 0.45 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 57,049 CHF | 58,299 CHF | 99.33% | 99.33% |
02/07/2024 | 2.11% | 0.46 CHF | 0.47 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 58,683 CHF | 59,933 CHF | 99.62% | 99.62% |