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 | 2.69% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 55,034 CHF | 56,534 CHF | 99.39% | 99.39% |
12/07/2024 | 2.68% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 55,222 CHF | 56,722 CHF | 99.07% | 99.07% |
11/07/2024 | 2.88% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 151,752 | 151,752 | 52,015 CHF | 53,532 CHF | 92.28% | 92.28% |
10/07/2024 | 2.95% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 164,753 | 164,753 | 54,940 CHF | 56,587 CHF | 95.48% | 95.48% |
09/07/2024 | 3.03% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 173,980 | 173,980 | 56,529 CHF | 58,269 CHF | 99.03% | 99.03% |
08/07/2024 | 2.37% | 0.41 CHF | 0.42 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 52,091 CHF | 53,341 CHF | 99.22% | 99.22% |
05/07/2024 | 2.29% | 0.41 CHF | 0.42 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 54,057 CHF | 55,307 CHF | 99.39% | 99.39% |
04/07/2024 | 2.29% | 0.43 CHF | 0.44 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 53,871 CHF | 55,121 CHF | 99.39% | 99.39% |
03/07/2024 | 2.38% | 0.42 CHF | 0.43 CHF | 125,000 | 125,000 | 125,126 | 125,126 | 51,940 CHF | 53,192 CHF | 98.64% | 98.64% |
02/07/2024 | 2.60% | 0.39 CHF | 0.40 CHF | 150,000 | 150,000 | 149,775 | 149,775 | 56,913 CHF | 58,411 CHF | 99.05% | 99.05% |