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 | 0.47% | 2.16 CHF | 2.17 CHF | 200,000 | 200,000 | 88,822 | 88,822 | 191,072 CHF | 191,962 CHF | 100.00% | 100.00% |
12/07/2024 | 0.49% | 2.15 CHF | 2.16 CHF | 200,000 | 200,000 | 86,695 | 86,695 | 184,996 CHF | 185,873 CHF | 100.00% | 100.00% |
11/07/2024 | 0.46% | 2.17 CHF | 2.18 CHF | 200,000 | 200,000 | 88,686 | 88,686 | 194,411 CHF | 195,300 CHF | 100.00% | 100.00% |
10/07/2024 | 0.46% | 2.23 CHF | 2.24 CHF | 205,000 | 205,000 | 91,701 | 91,701 | 204,297 CHF | 205,218 CHF | 99.89% | 99.89% |
09/07/2024 | 0.56% | 2.24 CHF | 2.25 CHF | 210,000 | 210,000 | 89,106 | 89,106 | 199,301 CHF | 200,233 CHF | 99.74% | 99.74% |
08/07/2024 | 0.49% | 2.24 CHF | 2.25 CHF | 210,000 | 210,000 | 91,251 | 91,251 | 203,234 CHF | 204,176 CHF | 99.28% | 99.28% |
05/07/2024 | 0.46% | 2.24 CHF | 2.25 CHF | 210,000 | 210,000 | 93,270 | 93,270 | 208,464 CHF | 209,399 CHF | 99.89% | 99.89% |
04/07/2024 | 0.45% | 2.24 CHF | 2.25 CHF | 82,000 | 82,000 | 66,099 | 66,099 | 147,654 CHF | 148,315 CHF | 99.61% | 99.61% |
03/07/2024 | 0.51% | 2.25 CHF | 2.26 CHF | 210,000 | 210,000 | 87,261 | 87,261 | 196,481 CHF | 197,420 CHF | 100.00% | 100.00% |
02/07/2024 | 0.46% | 2.28 CHF | 2.29 CHF | 210,000 | 210,000 | 93,645 | 93,645 | 213,257 CHF | 214,201 CHF | 100.00% | 100.00% |