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 | 3.14% | 0.31 CHF | 0.32 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 47,099 CHF | 48,599 CHF | 100.00% | 100.00% |
12/07/2024 | 3.10% | 0.33 CHF | 0.34 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 47,584 CHF | 49,084 CHF | 100.00% | 100.00% |
11/07/2024 | 3.19% | 0.31 CHF | 0.32 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 46,320 CHF | 47,820 CHF | 100.00% | 100.00% |
10/07/2024 | 3.17% | 0.31 CHF | 0.32 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 46,634 CHF | 48,134 CHF | 100.00% | 100.00% |
09/07/2024 | 3.37% | 0.30 CHF | 0.31 CHF | 150,000 | 150,000 | 149,627 | 149,627 | 43,864 CHF | 45,364 CHF | 100.00% | 100.00% |
08/07/2024 | 3.15% | 0.32 CHF | 0.33 CHF | 150,000 | 150,000 | 149,733 | 149,733 | 46,978 CHF | 48,478 CHF | 100.00% | 100.00% |
05/07/2024 | 3.19% | 0.31 CHF | 0.32 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 46,274 CHF | 47,774 CHF | 99.81% | 99.81% |
04/07/2024 | 3.19% | 0.31 CHF | 0.32 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 46,214 CHF | 47,714 CHF | 99.49% | 99.49% |
03/07/2024 | 3.13% | 0.31 CHF | 0.32 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 47,253 CHF | 48,753 CHF | 99.35% | 99.35% |
02/07/2024 | 3.49% | 0.31 CHF | 0.32 CHF | 150,000 | 150,000 | 143,202 | 143,202 | 44,223 CHF | 45,670 CHF | 100.00% | 100.00% |