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 | 3.14% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 174,693 | 174,693 | 54,854 CHF | 56,600 CHF | 99.05% | 99.05% |
12/07/2024 | 2.80% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 150,264 | 150,264 | 52,947 CHF | 54,450 CHF | 98.85% | 98.85% |
11/07/2024 | 2.76% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 53,712 CHF | 55,212 CHF | 98.45% | 98.45% |
10/07/2024 | 2.77% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 53,360 CHF | 54,860 CHF | 95.15% | 95.15% |
09/07/2024 | 2.62% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 149,736 | 149,736 | 56,477 CHF | 57,975 CHF | 98.68% | 98.68% |
08/07/2024 | 2.50% | 0.39 CHF | 0.40 CHF | 150,000 | 150,000 | 135,262 | 135,262 | 53,315 CHF | 54,668 CHF | 98.56% | 98.56% |
05/07/2024 | 2.23% | 0.42 CHF | 0.43 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 55,377 CHF | 56,627 CHF | 99.17% | 99.17% |
04/07/2024 | 2.21% | 0.44 CHF | 0.45 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 56,038 CHF | 57,288 CHF | 99.18% | 99.18% |
03/07/2024 | 2.47% | 0.46 CHF | 0.47 CHF | 125,000 | 125,000 | 136,104 | 136,104 | 54,330 CHF | 55,691 CHF | 98.43% | 98.43% |
02/07/2024 | 2.38% | 0.42 CHF | 0.43 CHF | 125,000 | 125,000 | 126,313 | 126,313 | 52,485 CHF | 53,748 CHF | 98.88% | 98.88% |