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 | 3.07% | 0.32 CHF | 0.33 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 48,165 CHF | 49,665 CHF | 100.00% | 100.00% |
12/07/2024 | 2.98% | 0.32 CHF | 0.33 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 49,555 CHF | 51,055 CHF | 100.00% | 100.00% |
11/07/2024 | 3.06% | 0.31 CHF | 0.32 CHF | 150,000 | 150,000 | 149,882 | 149,882 | 48,440 CHF | 49,940 CHF | 99.99% | 99.99% |
10/07/2024 | 3.03% | 0.33 CHF | 0.34 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 48,703 CHF | 50,203 CHF | 100.00% | 100.00% |
09/07/2024 | 3.04% | 0.32 CHF | 0.33 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 48,543 CHF | 50,043 CHF | 100.00% | 100.00% |
08/07/2024 | 2.97% | 0.33 CHF | 0.34 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 49,717 CHF | 51,217 CHF | 100.00% | 100.00% |
05/07/2024 | 2.63% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 56,372 CHF | 57,872 CHF | 99.82% | 99.82% |
04/07/2024 | 2.57% | 0.40 CHF | 0.41 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 57,755 CHF | 59,255 CHF | 99.50% | 99.50% |
03/07/2024 | 2.77% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 53,329 CHF | 54,829 CHF | 99.36% | 99.36% |
02/07/2024 | 2.64% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 56,102 CHF | 57,602 CHF | 100.00% | 100.00% |