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 | 2.24% | 0.49 CHF | 0.50 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 55,208 CHF | 56,458 CHF | 99.05% | 99.05% |
12/07/2024 | 2.58% | 0.42 CHF | 0.43 CHF | 125,000 | 125,000 | 144,786 | 144,786 | 55,353 CHF | 56,801 CHF | 98.80% | 98.80% |
11/07/2024 | 2.22% | 0.41 CHF | 0.42 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 55,636 CHF | 56,886 CHF | 97.86% | 97.86% |
10/07/2024 | 2.47% | 0.40 CHF | 0.41 CHF | 125,000 | 125,000 | 125,466 | 125,466 | 50,159 CHF | 51,413 CHF | 95.13% | 95.13% |
09/07/2024 | 2.41% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 127,798 | 127,798 | 52,352 CHF | 53,630 CHF | 98.67% | 98.67% |
08/07/2024 | 2.52% | 0.39 CHF | 0.40 CHF | 150,000 | 150,000 | 136,626 | 136,626 | 53,502 CHF | 54,869 CHF | 98.56% | 98.56% |
05/07/2024 | 3.39% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 191,254 | 191,254 | 55,401 CHF | 57,314 CHF | 99.17% | 99.17% |
04/07/2024 | 3.42% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 179,474 | 179,475 | 51,589 CHF | 53,383 CHF | 99.18% | 99.18% |
03/07/2024 | 3.36% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 51,197 CHF | 52,947 CHF | 98.44% | 98.44% |
02/07/2024 | 3.50% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 194,612 | 194,612 | 54,655 CHF | 56,601 CHF | 98.76% | 98.76% |