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 | 2.44% | 0.40 CHF | 0.41 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 30,314 CHF | 31,064 CHF | 100.00% | 100.00% |
12/07/2024 | 2.37% | 0.41 CHF | 0.42 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 31,292 CHF | 32,042 CHF | 100.00% | 100.00% |
11/07/2024 | 2.43% | 0.41 CHF | 0.42 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 30,549 CHF | 31,299 CHF | 99.99% | 99.99% |
10/07/2024 | 2.41% | 0.41 CHF | 0.42 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 30,747 CHF | 31,497 CHF | 100.00% | 100.00% |
09/07/2024 | 2.43% | 0.41 CHF | 0.42 CHF | 75,000 | 75,000 | 74,833 | 74,833 | 30,608 CHF | 31,358 CHF | 100.00% | 100.00% |
08/07/2024 | 2.39% | 0.41 CHF | 0.42 CHF | 75,000 | 75,000 | 74,873 | 74,873 | 30,997 CHF | 31,747 CHF | 98.72% | 98.72% |
05/07/2024 | 2.36% | 0.42 CHF | 0.43 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 31,431 CHF | 32,181 CHF | 100.00% | 100.00% |
04/07/2024 | 2.35% | 0.42 CHF | 0.43 CHF | 40,000 | 40,000 | 67,359 | 67,359 | 28,316 CHF | 28,990 CHF | 100.00% | 100.00% |
03/07/2024 | 2.35% | 0.43 CHF | 0.44 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 31,605 CHF | 32,355 CHF | 100.00% | 100.00% |
02/07/2024 | 2.23% | 0.44 CHF | 0.45 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 33,295 CHF | 34,045 CHF | 100.00% | 100.00% |