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 | 2.41% | 0.40 CHF | 0.41 CHF | 125,000 | 125,000 | 127,605 | 127,605 | 52,298 CHF | 53,574 CHF | 100.00% | 100.00% |
12/07/2024 | 2.60% | 0.41 CHF | 0.42 CHF | 125,000 | 125,000 | 145,580 | 145,660 | 55,121 CHF | 56,608 CHF | 98.95% | 98.95% |
11/07/2024 | 2.59% | 0.39 CHF | 0.40 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 57,280 CHF | 58,780 CHF | 99.03% | 99.35% |
10/07/2024 | 2.29% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 127,002 | 127,002 | 54,958 CHF | 56,228 CHF | 99.84% | 99.84% |
09/07/2024 | 2.12% | 0.48 CHF | 0.49 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 58,405 CHF | 59,655 CHF | 100.00% | 100.00% |
08/07/2024 | 2.18% | 0.46 CHF | 0.47 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 56,751 CHF | 58,001 CHF | 100.00% | 100.00% |
05/07/2024 | 2.09% | 0.48 CHF | 0.49 CHF | 125,000 | 125,000 | 123,950 | 123,948 | 58,811 CHF | 60,050 CHF | 99.27% | 99.27% |
04/07/2024 | 1.98% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 103,909 | 103,906 | 51,997 CHF | 53,034 CHF | 100.00% | 100.00% |
03/07/2024 | 1.96% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 100,819 | 100,819 | 51,034 CHF | 52,043 CHF | 99.51% | 99.51% |
02/07/2024 | 1.96% | 0.48 CHF | 0.49 CHF | 125,000 | 125,000 | 103,762 | 103,762 | 52,358 CHF | 53,396 CHF | 99.94% | 99.94% |