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 | 2.16% | 0.45 CHF | 0.46 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 57,300 CHF | 58,550 CHF | 99.04% | 99.04% |
12/07/2024 | 2.44% | 0.42 CHF | 0.43 CHF | 125,000 | 125,000 | 127,189 | 127,189 | 51,458 CHF | 52,730 CHF | 98.85% | 98.85% |
11/07/2024 | 2.39% | 0.39 CHF | 0.40 CHF | 125,000 | 125,000 | 125,263 | 125,263 | 51,726 CHF | 52,979 CHF | 97.59% | 97.59% |
10/07/2024 | 2.41% | 0.42 CHF | 0.43 CHF | 125,000 | 125,000 | 125,179 | 125,179 | 51,300 CHF | 52,551 CHF | 95.13% | 95.13% |
09/07/2024 | 2.66% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 55,613 CHF | 57,113 CHF | 98.66% | 98.66% |
08/07/2024 | 2.76% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 53,607 CHF | 55,107 CHF | 98.59% | 98.59% |
05/07/2024 | 3.04% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 171,446 | 171,446 | 55,469 CHF | 57,184 CHF | 99.17% | 99.17% |
04/07/2024 | 3.07% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 174,704 | 174,704 | 56,107 CHF | 57,854 CHF | 99.18% | 99.18% |
03/07/2024 | 2.95% | 0.31 CHF | 0.32 CHF | 150,000 | 150,000 | 161,625 | 161,625 | 53,987 CHF | 55,603 CHF | 98.45% | 98.45% |
02/07/2024 | 3.03% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 163,070 | 163,069 | 52,849 CHF | 54,479 CHF | 98.77% | 98.77% |