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 | 2.60% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 57,060 CHF | 58,560 CHF | 99.05% | 99.05% |
12/07/2024 | 2.61% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 56,798 CHF | 58,298 CHF | 98.80% | 98.80% |
11/07/2024 | 2.85% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 156,816 | 156,816 | 54,343 CHF | 55,911 CHF | 98.18% | 98.18% |
10/07/2024 | 2.89% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 154,278 | 154,278 | 52,670 CHF | 54,213 CHF | 95.16% | 95.16% |
09/07/2024 | 2.86% | 0.35 CHF | 0.36 CHF | 175,000 | 175,000 | 155,444 | 155,444 | 53,496 CHF | 55,050 CHF | 98.67% | 98.67% |
08/07/2024 | 2.74% | 0.34 CHF | 0.35 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 54,076 CHF | 55,576 CHF | 98.59% | 98.59% |
05/07/2024 | 2.75% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 53,799 CHF | 55,299 CHF | 99.18% | 99.18% |
04/07/2024 | 2.69% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 55,068 CHF | 56,568 CHF | 99.18% | 99.18% |
03/07/2024 | 2.82% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 52,486 CHF | 53,986 CHF | 98.42% | 98.42% |
02/07/2024 | 3.06% | 0.34 CHF | 0.35 CHF | 150,000 | 150,000 | 169,086 | 169,086 | 54,372 CHF | 56,062 CHF | 98.77% | 98.77% |