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 | 2.98% | 0.33 CHF | 0.34 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 132,176 CHF | 136,176 CHF | 99.53% | 99.53% |
12/07/2024 | 2.97% | 0.33 CHF | 0.34 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 132,681 CHF | 136,681 CHF | 99.52% | 99.52% |
11/07/2024 | 2.86% | 0.34 CHF | 0.35 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 137,837 CHF | 141,837 CHF | 99.49% | 99.49% |
10/07/2024 | 2.78% | 0.35 CHF | 0.36 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 123,953 CHF | 127,453 CHF | 99.56% | 99.56% |
09/07/2024 | 2.77% | 0.36 CHF | 0.37 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 142,365 CHF | 146,365 CHF | 99.55% | 99.55% |
08/07/2024 | 2.82% | 0.35 CHF | 0.36 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 122,506 CHF | 126,006 CHF | 99.51% | 99.51% |
05/07/2024 | 2.80% | 0.36 CHF | 0.37 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 140,817 CHF | 144,817 CHF | 99.55% | 99.55% |
04/07/2024 | 2.79% | 0.35 CHF | 0.36 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 123,834 CHF | 127,334 CHF | 99.52% | 99.52% |
03/07/2024 | 2.67% | 0.36 CHF | 0.37 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 129,398 CHF | 132,898 CHF | 99.54% | 99.54% |
02/07/2024 | 2.64% | 0.37 CHF | 0.38 CHF | 400,000 | 400,000 | 370,192 | 370,192 | 138,343 CHF | 142,045 CHF | 99.55% | 99.55% |