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 | 2.80% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 52,741 CHF | 54,241 CHF | 100.00% | 100.00% |
12/07/2024 | 2.76% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 53,639 CHF | 55,139 CHF | 99.67% | 99.67% |
11/07/2024 | 2.89% | 0.33 CHF | 0.34 CHF | 150,000 | 150,000 | 153,851 | 153,851 | 52,425 CHF | 53,963 CHF | 99.16% | 99.16% |
10/07/2024 | 3.06% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 56,408 CHF | 58,158 CHF | 96.08% | 96.08% |
09/07/2024 | 3.18% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 174,948 | 174,948 | 54,230 CHF | 55,980 CHF | 99.64% | 99.64% |
08/07/2024 | 2.62% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 142,434 | 142,434 | 53,707 CHF | 55,132 CHF | 99.83% | 99.83% |
05/07/2024 | 2.63% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 56,335 CHF | 57,835 CHF | 100.00% | 100.00% |
04/07/2024 | 2.59% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 149,371 | 149,371 | 57,046 CHF | 58,540 CHF | 100.00% | 100.00% |
03/07/2024 | 2.91% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 158,984 | 158,984 | 53,730 CHF | 55,320 CHF | 99.23% | 99.23% |
02/07/2024 | 3.36% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 177,353 | 177,353 | 51,883 CHF | 53,657 CHF | 99.66% | 99.66% |