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 | 2.40% | 0.42 CHF | 0.43 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 51,531 CHF | 52,781 CHF | 99.38% | 99.38% |
12/07/2024 | 2.27% | 0.44 CHF | 0.45 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 54,567 CHF | 55,817 CHF | 99.06% | 99.06% |
11/07/2024 | 2.18% | 0.44 CHF | 0.45 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 56,742 CHF | 57,992 CHF | 97.91% | 97.91% |
10/07/2024 | 2.18% | 0.46 CHF | 0.47 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 56,672 CHF | 57,922 CHF | 95.50% | 95.50% |
09/07/2024 | 2.15% | 0.45 CHF | 0.46 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 57,639 CHF | 58,889 CHF | 99.04% | 99.04% |
08/07/2024 | 1.96% | 0.49 CHF | 0.50 CHF | 125,000 | 125,000 | 103,370 | 103,371 | 52,124 CHF | 53,157 CHF | 99.22% | 99.22% |
05/07/2024 | 2.07% | 0.47 CHF | 0.48 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 59,903 CHF | 61,153 CHF | 99.39% | 99.39% |
04/07/2024 | 2.05% | 0.48 CHF | 0.49 CHF | 125,000 | 125,000 | 124,213 | 124,213 | 59,907 CHF | 61,149 CHF | 99.39% | 99.39% |
03/07/2024 | 2.05% | 0.47 CHF | 0.48 CHF | 125,000 | 125,000 | 123,154 | 123,154 | 59,340 CHF | 60,571 CHF | 98.63% | 98.63% |
02/07/2024 | 2.07% | 0.46 CHF | 0.47 CHF | 125,000 | 125,000 | 120,794 | 120,794 | 57,604 CHF | 58,812 CHF | 99.06% | 99.06% |