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 | 2.66% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 55,734 CHF | 57,234 CHF | 99.38% | 99.38% |
12/07/2024 | 2.65% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 55,772 CHF | 57,272 CHF | 99.08% | 99.08% |
11/07/2024 | 2.70% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 54,835 CHF | 56,335 CHF | 92.86% | 92.86% |
10/07/2024 | 2.59% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 142,488 | 142,488 | 54,216 CHF | 55,641 CHF | 95.47% | 95.47% |
09/07/2024 | 2.50% | 0.40 CHF | 0.41 CHF | 125,000 | 125,000 | 137,949 | 137,949 | 54,365 CHF | 55,744 CHF | 99.06% | 99.06% |
08/07/2024 | 2.74% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 150,539 | 150,539 | 54,181 CHF | 55,687 CHF | 99.24% | 99.24% |
05/07/2024 | 2.91% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 157,954 | 157,954 | 53,494 CHF | 55,074 CHF | 96.23% | 96.23% |
04/07/2024 | 2.15% | 0.46 CHF | 0.47 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 57,428 CHF | 58,678 CHF | 99.39% | 99.39% |
03/07/2024 | 2.08% | 0.48 CHF | 0.49 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 59,346 CHF | 60,596 CHF | 98.64% | 98.64% |
02/07/2024 | 1.99% | 0.49 CHF | 0.50 CHF | 125,000 | 125,000 | 106,736 | 106,736 | 53,081 CHF | 54,148 CHF | 99.07% | 99.07% |