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% | 0.39 CHF | 0.40 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 54,443 CHF | 55,943 CHF | 99.06% | 99.06% |
12/07/2024 | 2.71% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 149,274 | 149,274 | 54,427 CHF | 55,920 CHF | 98.83% | 98.83% |
11/07/2024 | 2.30% | 0.37 CHF | 0.38 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 53,762 CHF | 55,012 CHF | 71.59% | 71.59% |
10/07/2024 | 2.44% | 0.40 CHF | 0.41 CHF | 125,000 | 125,000 | 131,560 | 131,560 | 53,109 CHF | 54,424 CHF | 95.22% | 95.22% |
09/07/2024 | 2.23% | 0.45 CHF | 0.46 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 55,524 CHF | 56,774 CHF | 98.69% | 98.69% |
08/07/2024 | 2.11% | 0.46 CHF | 0.47 CHF | 125,000 | 125,000 | 122,157 | 122,157 | 57,310 CHF | 58,531 CHF | 98.56% | 98.56% |
05/07/2024 | 2.07% | 0.47 CHF | 0.48 CHF | 125,000 | 125,000 | 124,536 | 124,536 | 59,535 CHF | 60,781 CHF | 99.15% | 99.15% |
04/07/2024 | 1.97% | 0.48 CHF | 0.49 CHF | 100,000 | 100,000 | 109,309 | 109,309 | 54,818 CHF | 55,911 CHF | 99.18% | 99.18% |
03/07/2024 | 2.03% | 0.49 CHF | 0.50 CHF | 125,000 | 125,000 | 119,437 | 119,437 | 58,326 CHF | 59,520 CHF | 98.44% | 98.44% |
02/07/2024 | 2.09% | 0.50 CHF | 0.51 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 59,301 CHF | 60,551 CHF | 98.85% | 98.85% |