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 | 2.90% | 0.34 CHF | 0.35 CHF | 150,000 | 150,000 | 156,653 | 156,654 | 53,197 CHF | 54,763 CHF | 99.39% | 99.39% |
12/07/2024 | 3.20% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 174,962 | 174,962 | 53,904 CHF | 55,654 CHF | 99.06% | 99.06% |
11/07/2024 | 2.80% | 0.34 CHF | 0.35 CHF | 150,000 | 150,000 | 150,534 | 150,534 | 52,989 CHF | 54,494 CHF | 97.42% | 97.42% |
10/07/2024 | 2.77% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 53,366 CHF | 54,866 CHF | 95.49% | 95.49% |
09/07/2024 | 2.98% | 0.34 CHF | 0.35 CHF | 150,000 | 150,000 | 171,106 | 171,106 | 56,548 CHF | 58,259 CHF | 99.06% | 99.06% |
08/07/2024 | 3.21% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 53,599 CHF | 55,349 CHF | 99.24% | 99.24% |
05/07/2024 | 3.15% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 54,723 CHF | 56,473 CHF | 99.39% | 99.39% |
04/07/2024 | 3.15% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 175,077 | 175,077 | 54,747 CHF | 56,498 CHF | 99.39% | 99.39% |
03/07/2024 | 3.60% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 199,541 | 199,541 | 54,483 CHF | 56,478 CHF | 98.64% | 98.64% |
02/07/2024 | 3.32% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 51,866 CHF | 53,616 CHF | 99.07% | 99.07% |