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 | 2.07% | 0.49 CHF | 0.50 CHF | 200,000 | 200,000 | 198,122 | 198,122 | 95,561 CHF | 97,544 CHF | 100.00% | 100.00% |
12/07/2024 | 2.03% | 0.47 CHF | 0.48 CHF | 200,000 | 200,000 | 198,121 | 198,121 | 97,448 CHF | 99,431 CHF | 100.00% | 100.00% |
11/07/2024 | 1.94% | 0.50 CHF | 0.51 CHF | 200,000 | 200,000 | 198,093 | 198,093 | 102,085 CHF | 104,068 CHF | 98.64% | 98.64% |
10/07/2024 | 1.87% | 0.52 CHF | 0.53 CHF | 200,000 | 200,000 | 198,122 | 198,122 | 106,067 CHF | 108,051 CHF | 100.00% | 100.00% |
09/07/2024 | 1.88% | 0.56 CHF | 0.57 CHF | 200,000 | 200,000 | 198,128 | 198,128 | 105,671 CHF | 107,655 CHF | 100.00% | 100.00% |
08/07/2024 | 1.99% | 0.51 CHF | 0.52 CHF | 200,000 | 200,000 | 198,119 | 198,119 | 99,675 CHF | 101,659 CHF | 99.97% | 99.97% |
05/07/2024 | 2.01% | 0.52 CHF | 0.53 CHF | 200,000 | 200,000 | 198,121 | 198,121 | 98,780 CHF | 100,763 CHF | 100.00% | 100.00% |
04/07/2024 | 1.92% | 0.52 CHF | 0.53 CHF | 200,000 | 200,000 | 198,125 | 198,125 | 103,068 CHF | 105,052 CHF | 100.00% | 100.00% |
03/07/2024 | 1.85% | 0.53 CHF | 0.54 CHF | 200,000 | 200,000 | 198,131 | 198,131 | 107,487 CHF | 109,470 CHF | 100.00% | 100.00% |
02/07/2024 | 1.73% | 0.57 CHF | 0.58 CHF | 200,000 | 200,000 | 198,126 | 198,126 | 114,393 CHF | 116,376 CHF | 99.92% | 99.92% |