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 | 3.54% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 55,438 CHF | 57,438 CHF | 99.81% | 99.81% |
12/07/2024 | 3.33% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 179,562 | 179,562 | 53,030 CHF | 54,826 CHF | 99.76% | 99.76% |
11/07/2024 | 2.91% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 157,733 | 157,733 | 53,519 CHF | 55,096 CHF | 100.00% | 100.00% |
10/07/2024 | 2.75% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 53,799 CHF | 55,299 CHF | 94.51% | 94.51% |
09/07/2024 | 2.83% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 52,281 CHF | 53,781 CHF | 99.48% | 99.48% |
08/07/2024 | 2.78% | 0.34 CHF | 0.35 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 53,270 CHF | 54,770 CHF | 99.81% | 99.81% |
05/07/2024 | 2.87% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 51,517 CHF | 53,017 CHF | 99.81% | 99.81% |
04/07/2024 | 2.88% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 51,309 CHF | 52,809 CHF | 99.81% | 99.81% |
03/07/2024 | 2.82% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 52,397 CHF | 53,897 CHF | 99.14% | 99.14% |
02/07/2024 | 2.90% | 0.34 CHF | 0.35 CHF | 150,000 | 150,000 | 151,314 | 151,314 | 51,341 CHF | 52,854 CHF | 99.42% | 99.42% |