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 | 2.89% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 152,209 | 152,208 | 51,963 CHF | 53,485 CHF | 99.05% | 99.05% |
12/07/2024 | 3.24% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 53,125 CHF | 54,875 CHF | 98.78% | 98.78% |
11/07/2024 | 2.93% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 155,552 | 155,552 | 52,351 CHF | 53,907 CHF | 97.33% | 97.33% |
10/07/2024 | 3.17% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 54,342 CHF | 56,092 CHF | 95.12% | 95.12% |
09/07/2024 | 3.05% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 174,735 | 174,735 | 56,426 CHF | 58,173 CHF | 98.66% | 98.66% |
08/07/2024 | 3.14% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 54,987 CHF | 56,737 CHF | 98.57% | 98.57% |
05/07/2024 | 3.83% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 197,246 | 197,246 | 50,578 CHF | 52,551 CHF | 99.17% | 99.17% |
04/07/2024 | 3.89% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 50,369 CHF | 52,369 CHF | 99.17% | 99.17% |
03/07/2024 | 3.80% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 51,649 CHF | 53,649 CHF | 98.34% | 98.34% |
02/07/2024 | 3.89% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 201,841 | 201,841 | 50,826 CHF | 52,844 CHF | 98.84% | 98.84% |