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 | 2.04% | 0.49 CHF | 0.50 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 72,792 CHF | 74,292 CHF | 100.00% | 100.00% |
12/07/2024 | 2.07% | 0.49 CHF | 0.50 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 71,733 CHF | 73,233 CHF | 100.00% | 100.00% |
11/07/2024 | 2.05% | 0.49 CHF | 0.50 CHF | 150,000 | 150,000 | 149,901 | 149,901 | 72,450 CHF | 73,950 CHF | 100.00% | 100.00% |
10/07/2024 | 2.05% | 0.48 CHF | 0.49 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 72,354 CHF | 73,854 CHF | 100.00% | 100.00% |
09/07/2024 | 2.05% | 0.48 CHF | 0.49 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 72,357 CHF | 73,857 CHF | 100.00% | 100.00% |
08/07/2024 | 2.08% | 0.48 CHF | 0.49 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 71,367 CHF | 72,867 CHF | 100.00% | 100.00% |
05/07/2024 | 2.28% | 0.46 CHF | 0.47 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 65,108 CHF | 66,608 CHF | 99.81% | 99.81% |
04/07/2024 | 2.32% | 0.41 CHF | 0.42 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 63,853 CHF | 65,353 CHF | 99.49% | 99.49% |
03/07/2024 | 2.18% | 0.46 CHF | 0.47 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 68,222 CHF | 69,722 CHF | 99.37% | 99.37% |
02/07/2024 | 2.27% | 0.45 CHF | 0.46 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 65,364 CHF | 66,864 CHF | 100.00% | 100.00% |