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 | 2.80% | 0.34 CHF | 0.35 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 52,865 CHF | 54,365 CHF | 99.39% | 99.39% |
12/07/2024 | 2.83% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 150,123 | 150,123 | 52,319 CHF | 53,820 CHF | 99.06% | 99.06% |
11/07/2024 | 3.02% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 171,314 | 171,314 | 55,871 CHF | 57,584 CHF | 96.71% | 96.71% |
10/07/2024 | 2.91% | 0.34 CHF | 0.35 CHF | 150,000 | 150,000 | 156,542 | 156,542 | 52,949 CHF | 54,514 CHF | 95.47% | 95.47% |
09/07/2024 | 2.72% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 54,529 CHF | 56,029 CHF | 99.06% | 99.06% |
08/07/2024 | 2.71% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 54,549 CHF | 56,049 CHF | 99.23% | 99.23% |
05/07/2024 | 2.67% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 55,555 CHF | 57,055 CHF | 99.39% | 99.39% |
04/07/2024 | 2.71% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 54,582 CHF | 56,082 CHF | 99.39% | 99.39% |
03/07/2024 | 2.72% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 54,335 CHF | 55,835 CHF | 98.62% | 98.62% |
02/07/2024 | 2.56% | 0.39 CHF | 0.40 CHF | 150,000 | 150,000 | 149,927 | 149,927 | 57,834 CHF | 59,334 CHF | 99.04% | 99.04% |