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 | 2.22% | 0.48 CHF | 0.49 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 55,671 CHF | 56,921 CHF | 99.05% | 99.05% |
12/07/2024 | 2.19% | 0.46 CHF | 0.47 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 56,548 CHF | 57,798 CHF | 98.83% | 98.83% |
11/07/2024 | 1.99% | 0.44 CHF | 0.45 CHF | 125,000 | 125,000 | 105,157 | 105,157 | 52,242 CHF | 53,294 CHF | 89.77% | 89.77% |
10/07/2024 | 2.13% | 0.46 CHF | 0.47 CHF | 125,000 | 125,000 | 124,246 | 124,246 | 57,856 CHF | 59,099 CHF | 95.15% | 95.15% |
09/07/2024 | 1.91% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 51,739 CHF | 52,739 CHF | 98.68% | 98.68% |
08/07/2024 | 1.83% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,293 CHF | 55,293 CHF | 98.58% | 98.58% |
05/07/2024 | 1.77% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,898 CHF | 56,898 CHF | 99.16% | 99.16% |
04/07/2024 | 1.72% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,702 CHF | 58,702 CHF | 99.17% | 99.17% |
03/07/2024 | 1.75% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,769 CHF | 57,769 CHF | 98.45% | 98.45% |
02/07/2024 | 1.84% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,851 CHF | 54,851 CHF | 98.80% | 98.80% |