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 | 2.70% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 54,917 CHF | 56,417 CHF | 99.39% | 99.39% |
12/07/2024 | 3.03% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 169,053 | 169,053 | 54,828 CHF | 56,519 CHF | 99.07% | 99.07% |
11/07/2024 | 3.53% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 193,826 | 193,826 | 53,958 CHF | 55,897 CHF | 96.40% | 96.40% |
10/07/2024 | 3.86% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 202,873 | 202,873 | 51,482 CHF | 53,511 CHF | 95.49% | 95.49% |
09/07/2024 | 4.01% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 209,423 | 209,423 | 51,105 CHF | 53,199 CHF | 99.06% | 99.06% |
08/07/2024 | 3.71% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 53,028 CHF | 55,028 CHF | 99.22% | 99.22% |
05/07/2024 | 3.59% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 198,844 | 198,844 | 54,514 CHF | 56,502 CHF | 99.38% | 99.38% |
04/07/2024 | 3.96% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 204,716 | 204,716 | 50,718 CHF | 52,765 CHF | 99.39% | 99.39% |
03/07/2024 | 3.85% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 203,320 | 203,320 | 51,814 CHF | 53,847 CHF | 98.61% | 98.61% |
02/07/2024 | 4.34% | 0.23 CHF | 0.24 CHF | 250,000 | 250,000 | 234,986 | 234,986 | 52,940 CHF | 55,290 CHF | 99.05% | 99.05% |