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 | 2.99% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 57,750 CHF | 59,500 CHF | 99.39% | 99.39% |
12/07/2024 | 3.00% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 57,474 CHF | 59,224 CHF | 99.06% | 99.06% |
11/07/2024 | 3.06% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 56,247 CHF | 57,997 CHF | 68.11% | 68.11% |
10/07/2024 | 3.09% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 174,826 | 174,826 | 55,782 CHF | 57,530 CHF | 95.49% | 95.49% |
09/07/2024 | 3.13% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 55,182 CHF | 56,932 CHF | 99.05% | 99.05% |
08/07/2024 | 3.17% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 54,293 CHF | 56,043 CHF | 99.24% | 99.24% |
05/07/2024 | 3.23% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 53,389 CHF | 55,139 CHF | 99.39% | 99.39% |
04/07/2024 | 3.10% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 174,841 | 174,841 | 55,612 CHF | 57,361 CHF | 99.39% | 99.39% |
03/07/2024 | 2.83% | 0.34 CHF | 0.35 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 52,287 CHF | 53,787 CHF | 98.61% | 98.61% |
02/07/2024 | 2.84% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 151,575 | 151,575 | 52,601 CHF | 54,117 CHF | 99.05% | 99.05% |