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 | 2.61% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 56,703 CHF | 58,203 CHF | 99.39% | 99.39% |
12/07/2024 | 2.63% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 56,396 CHF | 57,896 CHF | 99.07% | 99.07% |
11/07/2024 | 2.68% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 55,328 CHF | 56,828 CHF | 97.64% | 97.64% |
10/07/2024 | 2.71% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 54,621 CHF | 56,121 CHF | 95.46% | 95.46% |
09/07/2024 | 2.74% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 54,050 CHF | 55,550 CHF | 99.05% | 99.05% |
08/07/2024 | 2.78% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 53,189 CHF | 54,689 CHF | 99.23% | 99.23% |
05/07/2024 | 2.80% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 52,808 CHF | 54,308 CHF | 99.39% | 99.39% |
04/07/2024 | 2.70% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 54,741 CHF | 56,241 CHF | 99.39% | 99.39% |
03/07/2024 | 2.48% | 0.39 CHF | 0.40 CHF | 150,000 | 150,000 | 130,177 | 130,177 | 51,740 CHF | 53,042 CHF | 98.61% | 98.61% |
02/07/2024 | 2.50% | 0.40 CHF | 0.41 CHF | 125,000 | 125,000 | 135,214 | 135,214 | 53,252 CHF | 54,604 CHF | 99.06% | 99.06% |