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 | 2.76% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 151,315 | 151,315 | 53,995 CHF | 55,508 CHF | 99.04% | 99.04% |
12/07/2024 | 2.12% | 0.43 CHF | 0.44 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 58,354 CHF | 59,604 CHF | 98.79% | 98.79% |
11/07/2024 | 2.54% | 0.43 CHF | 0.44 CHF | 125,000 | 125,000 | 145,038 | 145,038 | 56,282 CHF | 57,732 CHF | 98.44% | 98.44% |
10/07/2024 | 2.21% | 0.44 CHF | 0.45 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 56,014 CHF | 57,264 CHF | 95.09% | 95.09% |
09/07/2024 | 2.26% | 0.47 CHF | 0.48 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 54,717 CHF | 55,967 CHF | 98.58% | 98.58% |
08/07/2024 | 2.34% | 0.43 CHF | 0.44 CHF | 125,000 | 125,000 | 125,529 | 125,529 | 53,120 CHF | 54,375 CHF | 98.55% | 98.55% |
05/07/2024 | 1.76% | 0.47 CHF | 0.48 CHF | 125,000 | 125,000 | 103,016 | 103,016 | 58,149 CHF | 59,179 CHF | 99.18% | 99.18% |
04/07/2024 | 1.70% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,368 CHF | 59,368 CHF | 99.17% | 99.17% |
03/07/2024 | 1.70% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,284 CHF | 59,284 CHF | 98.36% | 98.36% |
02/07/2024 | 1.64% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,554 CHF | 61,554 CHF | 98.83% | 98.83% |