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 | 2.05% | 0.44 CHF | 0.45 CHF | 125,000 | 125,000 | 118,223 | 118,223 | 56,910 CHF | 58,092 CHF | 99.39% | 99.39% |
12/07/2024 | 2.02% | 0.48 CHF | 0.49 CHF | 125,000 | 125,000 | 120,000 | 120,007 | 58,666 CHF | 59,870 CHF | 98.95% | 98.95% |
11/07/2024 | 2.12% | 0.44 CHF | 0.45 CHF | 125,000 | 125,000 | 125,349 | 125,349 | 58,472 CHF | 59,725 CHF | 91.15% | 91.15% |
10/07/2024 | 2.68% | 0.40 CHF | 0.41 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 55,237 CHF | 56,737 CHF | 99.85% | 99.85% |
09/07/2024 | 2.62% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 56,637 CHF | 58,137 CHF | 100.00% | 100.00% |
08/07/2024 | 2.71% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 54,593 CHF | 56,093 CHF | 100.00% | 100.00% |
05/07/2024 | 2.72% | 0.34 CHF | 0.35 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 54,527 CHF | 56,027 CHF | 100.00% | 100.00% |
04/07/2024 | 2.78% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 151,149 | 151,149 | 53,600 CHF | 55,111 CHF | 100.00% | 100.00% |
03/07/2024 | 3.01% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 172,905 | 172,905 | 56,488 CHF | 58,217 CHF | 99.51% | 99.51% |
02/07/2024 | 3.10% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 55,559 CHF | 57,309 CHF | 100.00% | 100.00% |