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 | 2.67% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 55,437 CHF | 56,937 CHF | 100.00% | 100.00% |
12/07/2024 | 2.59% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 148,726 | 148,726 | 56,601 CHF | 58,088 CHF | 99.66% | 99.66% |
11/07/2024 | 2.51% | 0.39 CHF | 0.40 CHF | 150,000 | 150,000 | 139,325 | 139,325 | 54,861 CHF | 56,254 CHF | 96.82% | 96.82% |
10/07/2024 | 2.46% | 0.41 CHF | 0.42 CHF | 125,000 | 125,000 | 129,880 | 129,880 | 52,212 CHF | 53,511 CHF | 96.06% | 96.06% |
09/07/2024 | 2.47% | 0.43 CHF | 0.44 CHF | 125,000 | 125,000 | 135,442 | 135,442 | 54,127 CHF | 55,482 CHF | 99.65% | 99.65% |
08/07/2024 | 2.82% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 151,308 | 151,308 | 52,996 CHF | 54,509 CHF | 99.84% | 99.84% |
05/07/2024 | 2.61% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 149,898 | 149,898 | 56,788 CHF | 58,287 CHF | 100.00% | 100.00% |
04/07/2024 | 2.32% | 0.42 CHF | 0.43 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 53,197 CHF | 54,447 CHF | 100.00% | 100.00% |
03/07/2024 | 2.25% | 0.43 CHF | 0.44 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 54,950 CHF | 56,200 CHF | 99.23% | 99.23% |
02/07/2024 | 2.07% | 0.46 CHF | 0.47 CHF | 125,000 | 125,000 | 121,598 | 121,598 | 58,207 CHF | 59,423 CHF | 99.66% | 99.66% |