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 | 3.17% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 54,379 CHF | 56,129 CHF | 100.00% | 100.00% |
12/07/2024 | 3.20% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 53,802 CHF | 55,552 CHF | 98.45% | 98.45% |
11/07/2024 | 3.20% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 53,865 CHF | 55,615 CHF | 97.41% | 97.41% |
10/07/2024 | 2.94% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 160,848 | 160,847 | 53,806 CHF | 55,414 CHF | 99.77% | 99.77% |
09/07/2024 | 2.86% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 152,604 | 152,606 | 52,520 CHF | 54,047 CHF | 100.00% | 100.00% |
08/07/2024 | 2.79% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 53,025 CHF | 54,525 CHF | 98.97% | 98.97% |
05/07/2024 | 2.76% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 150,685 | 150,686 | 53,798 CHF | 55,305 CHF | 100.00% | 100.00% |
04/07/2024 | 2.43% | 0.39 CHF | 0.40 CHF | 125,000 | 125,000 | 125,795 | 125,795 | 51,090 CHF | 52,348 CHF | 98.16% | 98.16% |
03/07/2024 | 2.36% | 0.41 CHF | 0.42 CHF | 125,000 | 125,000 | 125,229 | 125,231 | 52,433 CHF | 53,686 CHF | 100.00% | 100.00% |
02/07/2024 | 2.13% | 0.42 CHF | 0.43 CHF | 125,000 | 125,000 | 123,177 | 123,176 | 57,339 CHF | 58,570 CHF | 100.00% | 100.00% |