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 | 2.06% | 0.48 CHF | 0.49 CHF | 125,000 | 125,000 | 122,870 | 122,872 | 59,052 CHF | 60,282 CHF | 100.00% | 100.00% |
12/07/2024 | 2.03% | 0.48 CHF | 0.49 CHF | 125,000 | 125,000 | 115,750 | 115,747 | 56,429 CHF | 57,585 CHF | 98.47% | 98.47% |
11/07/2024 | 2.10% | 0.45 CHF | 0.46 CHF | 125,000 | 125,000 | 123,915 | 123,914 | 58,533 CHF | 59,772 CHF | 99.88% | 99.88% |
10/07/2024 | 1.71% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,038 CHF | 59,038 CHF | 99.77% | 99.77% |
09/07/2024 | 1.72% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,796 CHF | 58,796 CHF | 100.00% | 100.00% |
08/07/2024 | 1.88% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,664 CHF | 53,664 CHF | 98.98% | 98.98% |
05/07/2024 | 2.04% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 120,607 | 120,605 | 58,485 CHF | 59,691 CHF | 100.00% | 100.00% |
04/07/2024 | 2.01% | 0.49 CHF | 0.50 CHF | 100,000 | 100,000 | 108,984 | 108,984 | 53,719 CHF | 54,809 CHF | 98.15% | 98.15% |
03/07/2024 | 1.96% | 0.49 CHF | 0.50 CHF | 100,000 | 100,000 | 103,114 | 103,113 | 52,207 CHF | 53,237 CHF | 100.00% | 100.00% |
02/07/2024 | 1.64% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,722 CHF | 61,722 CHF | 100.00% | 100.00% |