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 | 3.05% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 171,695 | 171,695 | 55,467 CHF | 57,184 CHF | 99.05% | 99.05% |
12/07/2024 | 2.88% | 0.34 CHF | 0.35 CHF | 150,000 | 150,000 | 153,789 | 153,789 | 52,666 CHF | 54,204 CHF | 98.87% | 98.87% |
11/07/2024 | 2.57% | 0.34 CHF | 0.35 CHF | 150,000 | 150,000 | 135,374 | 135,374 | 51,817 CHF | 53,171 CHF | 98.16% | 98.16% |
10/07/2024 | 2.47% | 0.43 CHF | 0.44 CHF | 125,000 | 125,000 | 129,934 | 129,934 | 52,021 CHF | 53,321 CHF | 95.16% | 95.16% |
09/07/2024 | 2.48% | 0.40 CHF | 0.41 CHF | 125,000 | 125,000 | 137,496 | 137,496 | 54,581 CHF | 55,956 CHF | 98.67% | 98.67% |
08/07/2024 | 2.65% | 0.41 CHF | 0.42 CHF | 125,000 | 125,000 | 145,845 | 145,845 | 54,334 CHF | 55,792 CHF | 98.55% | 98.55% |
05/07/2024 | 2.57% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 147,902 | 147,902 | 56,740 CHF | 58,219 CHF | 99.17% | 99.17% |
04/07/2024 | 2.61% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 149,637 | 149,637 | 56,631 CHF | 58,127 CHF | 99.17% | 99.17% |
03/07/2024 | 2.42% | 0.39 CHF | 0.40 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 50,991 CHF | 52,241 CHF | 98.45% | 98.45% |
02/07/2024 | 2.21% | 0.43 CHF | 0.44 CHF | 125,000 | 125,000 | 124,706 | 124,706 | 55,956 CHF | 57,204 CHF | 98.77% | 98.77% |