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 | 2.63% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 147,395 | 147,395 | 55,281 CHF | 56,755 CHF | 100.00% | 100.00% |
12/07/2024 | 2.77% | 0.40 CHF | 0.41 CHF | 150,000 | 150,000 | 150,992 | 150,992 | 53,851 CHF | 55,361 CHF | 99.69% | 99.69% |
11/07/2024 | 3.06% | 0.34 CHF | 0.35 CHF | 150,000 | 150,000 | 172,145 | 172,145 | 55,414 CHF | 57,135 CHF | 96.93% | 96.93% |
10/07/2024 | 3.26% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 52,893 CHF | 54,643 CHF | 96.10% | 96.10% |
09/07/2024 | 3.22% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 175,518 | 175,518 | 53,664 CHF | 55,419 CHF | 99.65% | 99.65% |
08/07/2024 | 2.84% | 0.34 CHF | 0.35 CHF | 175,000 | 175,000 | 153,358 | 153,358 | 53,224 CHF | 54,758 CHF | 99.84% | 99.84% |
05/07/2024 | 2.74% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 153,237 | 153,237 | 55,198 CHF | 56,731 CHF | 100.00% | 100.00% |
04/07/2024 | 2.75% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 53,760 CHF | 55,260 CHF | 100.00% | 100.00% |
03/07/2024 | 2.88% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 156,518 | 156,518 | 53,512 CHF | 55,077 CHF | 99.23% | 99.23% |
02/07/2024 | 3.42% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 184,606 | 184,606 | 53,094 CHF | 54,940 CHF | 99.67% | 99.67% |