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 | 2.40% | 0.40 CHF | 0.41 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 61,882 CHF | 21,127 CHF | 99.11% | 99.11% |
12/07/2024 | 2.45% | 0.42 CHF | 0.43 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 60,617 CHF | 20,706 CHF | 97.91% | 97.91% |
11/07/2024 | 2.42% | 0.41 CHF | 0.42 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 61,163 CHF | 20,888 CHF | 97.36% | 97.36% |
10/07/2024 | 2.42% | 0.40 CHF | 0.41 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 61,357 CHF | 20,952 CHF | 99.20% | 99.20% |
09/07/2024 | 2.36% | 0.40 CHF | 0.41 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 62,857 CHF | 21,452 CHF | 99.58% | 99.58% |
08/07/2024 | 2.31% | 0.42 CHF | 0.43 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 64,291 CHF | 21,930 CHF | 99.58% | 99.58% |
05/07/2024 | 2.22% | 0.43 CHF | 0.44 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 66,756 CHF | 22,752 CHF | 99.58% | 99.58% |
04/07/2024 | 2.20% | 0.45 CHF | 0.46 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 67,548 CHF | 23,016 CHF | 99.57% | 99.57% |
03/07/2024 | 2.24% | 0.45 CHF | 0.46 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 66,179 CHF | 22,560 CHF | 99.58% | 99.58% |
02/07/2024 | 2.30% | 0.41 CHF | 0.42 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 64,506 CHF | 22,002 CHF | 99.37% | 99.37% |