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 | 0.46% | 2.22 CHF | 2.23 CHF | 200,000 | 200,000 | 88,823 | 88,823 | 196,940 CHF | 197,829 CHF | 100.00% | 100.00% |
12/07/2024 | 0.47% | 2.22 CHF | 2.23 CHF | 200,000 | 200,000 | 86,696 | 86,696 | 190,657 CHF | 191,533 CHF | 100.00% | 100.00% |
11/07/2024 | 0.45% | 2.23 CHF | 2.24 CHF | 200,000 | 200,000 | 88,687 | 88,687 | 200,162 CHF | 201,051 CHF | 100.00% | 100.00% |
10/07/2024 | 0.45% | 2.30 CHF | 2.31 CHF | 205,000 | 205,000 | 91,701 | 91,701 | 210,110 CHF | 211,031 CHF | 99.89% | 99.89% |
09/07/2024 | 0.55% | 2.30 CHF | 2.31 CHF | 210,000 | 210,000 | 89,159 | 89,159 | 205,029 CHF | 205,962 CHF | 99.65% | 99.65% |
08/07/2024 | 0.47% | 2.31 CHF | 2.32 CHF | 210,000 | 210,000 | 91,238 | 91,238 | 209,126 CHF | 210,067 CHF | 99.32% | 99.32% |
05/07/2024 | 0.44% | 2.31 CHF | 2.32 CHF | 210,000 | 210,000 | 93,270 | 93,270 | 214,559 CHF | 215,494 CHF | 99.89% | 99.89% |
04/07/2024 | 0.43% | 2.30 CHF | 2.31 CHF | 82,000 | 82,000 | 66,094 | 66,094 | 151,969 CHF | 152,630 CHF | 99.65% | 99.65% |
03/07/2024 | 0.50% | 2.32 CHF | 2.33 CHF | 210,000 | 210,000 | 87,262 | 87,262 | 202,077 CHF | 203,015 CHF | 100.00% | 100.00% |
02/07/2024 | 0.44% | 2.34 CHF | 2.35 CHF | 210,000 | 210,000 | 93,646 | 93,646 | 219,365 CHF | 220,310 CHF | 100.00% | 100.00% |