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 | 2.68% | 0.37 CHF | 0.38 CHF | 350,000 | 350,000 | 156,068 | 156,068 | 58,811 CHF | 60,378 CHF | 99.97% | 99.97% |
12/07/2024 | 2.73% | 0.38 CHF | 0.39 CHF | 350,000 | 350,000 | 156,044 | 156,044 | 58,664 CHF | 60,231 CHF | 100.00% | 100.00% |
11/07/2024 | 2.73% | 0.38 CHF | 0.39 CHF | 350,000 | 350,000 | 155,339 | 155,339 | 58,592 CHF | 60,159 CHF | 99.99% | 99.99% |
10/07/2024 | 2.69% | 0.37 CHF | 0.38 CHF | 350,000 | 350,000 | 156,044 | 156,044 | 58,876 CHF | 60,444 CHF | 100.00% | 100.00% |
09/07/2024 | 2.66% | 0.37 CHF | 0.38 CHF | 350,000 | 350,000 | 155,646 | 155,646 | 59,119 CHF | 60,685 CHF | 100.00% | 100.00% |
08/07/2024 | 2.60% | 0.39 CHF | 0.40 CHF | 350,000 | 350,000 | 153,815 | 153,815 | 60,387 CHF | 61,933 CHF | 100.00% | 100.00% |
05/07/2024 | 2.53% | 0.40 CHF | 0.41 CHF | 340,000 | 340,000 | 154,138 | 154,138 | 61,232 CHF | 62,779 CHF | 99.82% | 99.82% |
04/07/2024 | 2.44% | 0.41 CHF | 0.42 CHF | 140,000 | 140,000 | 113,293 | 113,293 | 45,888 CHF | 47,021 CHF | 99.44% | 99.44% |
03/07/2024 | 2.55% | 0.41 CHF | 0.42 CHF | 340,000 | 340,000 | 153,447 | 153,447 | 61,582 CHF | 63,123 CHF | 99.63% | 99.63% |
02/07/2024 | 2.59% | 0.38 CHF | 0.39 CHF | 340,000 | 340,000 | 149,889 | 149,889 | 58,498 CHF | 60,004 CHF | 100.00% | 100.00% |