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 | 2.83% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 52,315 CHF | 53,815 CHF | 100.00% | 100.00% |
12/07/2024 | 2.85% | 0.34 CHF | 0.35 CHF | 150,000 | 150,000 | 150,522 | 150,522 | 52,059 CHF | 53,564 CHF | 99.66% | 99.66% |
11/07/2024 | 2.71% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 54,628 CHF | 56,128 CHF | 98.38% | 98.38% |
10/07/2024 | 2.56% | 0.39 CHF | 0.40 CHF | 150,000 | 150,000 | 148,212 | 148,212 | 57,120 CHF | 58,602 CHF | 96.06% | 96.06% |
09/07/2024 | 2.53% | 0.41 CHF | 0.42 CHF | 125,000 | 125,000 | 138,829 | 138,829 | 54,088 CHF | 55,476 CHF | 99.66% | 99.66% |
08/07/2024 | 2.95% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 163,825 | 163,825 | 54,601 CHF | 56,239 CHF | 99.83% | 99.83% |
05/07/2024 | 2.73% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 54,267 CHF | 55,767 CHF | 100.00% | 100.00% |
04/07/2024 | 2.74% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 149,849 | 149,849 | 53,911 CHF | 55,409 CHF | 100.00% | 100.00% |
03/07/2024 | 2.51% | 0.39 CHF | 0.40 CHF | 125,000 | 125,000 | 141,533 | 141,533 | 55,622 CHF | 57,037 CHF | 99.23% | 99.23% |
02/07/2024 | 2.21% | 0.45 CHF | 0.46 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 55,987 CHF | 57,237 CHF | 99.66% | 99.66% |