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 | 2.72% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 54,461 CHF | 55,961 CHF | 100.00% | 100.00% |
12/07/2024 | 2.66% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 55,714 CHF | 57,214 CHF | 99.69% | 99.69% |
11/07/2024 | 2.60% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 56,883 CHF | 58,383 CHF | 93.22% | 93.22% |
10/07/2024 | 2.68% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 55,169 CHF | 56,669 CHF | 96.09% | 96.09% |
09/07/2024 | 2.77% | 0.39 CHF | 0.40 CHF | 150,000 | 150,000 | 150,502 | 150,502 | 53,689 CHF | 55,194 CHF | 99.66% | 99.66% |
08/07/2024 | 3.03% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 56,814 CHF | 58,564 CHF | 99.85% | 99.85% |
05/07/2024 | 3.14% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 174,970 | 174,970 | 54,782 CHF | 56,531 CHF | 100.00% | 100.00% |
04/07/2024 | 2.93% | 0.33 CHF | 0.34 CHF | 150,000 | 150,000 | 158,105 | 158,105 | 53,096 CHF | 54,678 CHF | 100.00% | 100.00% |
03/07/2024 | 2.87% | 0.33 CHF | 0.34 CHF | 150,000 | 150,000 | 152,099 | 152,099 | 52,254 CHF | 53,776 CHF | 99.25% | 99.25% |
02/07/2024 | 2.44% | 0.39 CHF | 0.40 CHF | 150,000 | 150,000 | 128,867 | 128,867 | 52,218 CHF | 53,506 CHF | 99.67% | 99.67% |