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 | 2.55% | 0.39 CHF | 0.40 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 58,115 CHF | 59,615 CHF | 100.00% | 100.00% |
12/07/2024 | 2.60% | 0.39 CHF | 0.40 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 56,899 CHF | 58,399 CHF | 100.00% | 100.00% |
11/07/2024 | 2.57% | 0.39 CHF | 0.40 CHF | 150,000 | 150,000 | 149,897 | 149,897 | 57,703 CHF | 59,203 CHF | 100.00% | 100.00% |
10/07/2024 | 2.58% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 57,471 CHF | 58,971 CHF | 100.00% | 100.00% |
09/07/2024 | 2.57% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 57,730 CHF | 59,230 CHF | 100.00% | 100.00% |
08/07/2024 | 2.61% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 56,654 CHF | 58,154 CHF | 100.00% | 100.00% |
05/07/2024 | 2.92% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 50,623 CHF | 52,123 CHF | 99.82% | 99.82% |
04/07/2024 | 3.00% | 0.31 CHF | 0.32 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 49,265 CHF | 50,765 CHF | 99.50% | 99.50% |
03/07/2024 | 2.76% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 53,541 CHF | 55,041 CHF | 99.35% | 99.35% |
02/07/2024 | 2.92% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 50,688 CHF | 52,188 CHF | 99.99% | 99.99% |