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 | 2.01% | 0.49 CHF | 0.50 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 74,039 CHF | 75,539 CHF | 99.99% | 99.99% |
12/07/2024 | 1.97% | 0.49 CHF | 0.50 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 75,327 CHF | 76,827 CHF | 100.00% | 100.00% |
11/07/2024 | 2.00% | 0.49 CHF | 0.50 CHF | 150,000 | 150,000 | 149,895 | 149,895 | 74,348 CHF | 75,848 CHF | 100.00% | 100.00% |
10/07/2024 | 1.99% | 0.50 CHF | 0.51 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 74,588 CHF | 76,088 CHF | 100.00% | 100.00% |
09/07/2024 | 2.00% | 0.50 CHF | 0.51 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 74,295 CHF | 75,795 CHF | 100.00% | 100.00% |
08/07/2024 | 1.97% | 0.50 CHF | 0.51 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 75,438 CHF | 76,938 CHF | 100.00% | 100.00% |
05/07/2024 | 1.81% | 0.53 CHF | 0.54 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 82,211 CHF | 83,711 CHF | 99.82% | 99.82% |
04/07/2024 | 1.78% | 0.57 CHF | 0.58 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 83,414 CHF | 84,914 CHF | 99.50% | 99.50% |
03/07/2024 | 1.88% | 0.52 CHF | 0.53 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 79,077 CHF | 80,577 CHF | 99.37% | 99.37% |
02/07/2024 | 1.82% | 0.53 CHF | 0.54 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 81,684 CHF | 83,184 CHF | 100.00% | 100.00% |