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 | 3.53% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 195,592 | 195,592 | 54,518 CHF | 56,474 CHF | 99.05% | 99.05% |
12/07/2024 | 2.65% | 0.34 CHF | 0.35 CHF | 150,000 | 150,000 | 151,408 | 151,408 | 56,462 CHF | 57,976 CHF | 98.81% | 98.81% |
11/07/2024 | 3.21% | 0.34 CHF | 0.35 CHF | 175,000 | 175,000 | 174,543 | 174,543 | 53,638 CHF | 55,383 CHF | 96.97% | 96.97% |
10/07/2024 | 2.77% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 53,474 CHF | 54,974 CHF | 95.12% | 95.12% |
09/07/2024 | 2.82% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 151,588 | 151,588 | 52,990 CHF | 54,506 CHF | 98.62% | 98.62% |
08/07/2024 | 2.95% | 0.34 CHF | 0.35 CHF | 150,000 | 150,000 | 163,907 | 163,907 | 54,706 CHF | 56,345 CHF | 98.59% | 98.59% |
05/07/2024 | 2.19% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 128,016 | 128,016 | 57,967 CHF | 59,247 CHF | 99.18% | 99.18% |
04/07/2024 | 2.11% | 0.47 CHF | 0.48 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 58,748 CHF | 59,998 CHF | 99.18% | 99.18% |
03/07/2024 | 2.10% | 0.46 CHF | 0.47 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 58,806 CHF | 60,056 CHF | 98.44% | 98.44% |
02/07/2024 | 2.02% | 0.45 CHF | 0.46 CHF | 125,000 | 125,000 | 108,066 | 108,066 | 52,756 CHF | 53,837 CHF | 98.86% | 98.86% |