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 | 2.12% | 0.45 CHF | 0.46 CHF | 125,000 | 125,000 | 124,071 | 124,071 | 57,863 CHF | 59,103 CHF | 100.00% | 100.00% |
12/07/2024 | 2.19% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 122,208 | 122,208 | 55,285 CHF | 56,507 CHF | 98.45% | 98.45% |
11/07/2024 | 2.37% | 0.47 CHF | 0.48 CHF | 125,000 | 125,000 | 127,754 | 127,755 | 53,461 CHF | 54,739 CHF | 99.43% | 99.43% |
10/07/2024 | 2.61% | 0.39 CHF | 0.40 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 56,671 CHF | 58,171 CHF | 99.77% | 99.77% |
09/07/2024 | 2.47% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 133,792 | 133,792 | 53,524 CHF | 54,862 CHF | 100.00% | 100.00% |
08/07/2024 | 2.36% | 0.42 CHF | 0.43 CHF | 125,000 | 125,000 | 125,521 | 125,523 | 52,551 CHF | 53,807 CHF | 98.97% | 98.97% |
05/07/2024 | 2.06% | 0.45 CHF | 0.46 CHF | 125,000 | 125,000 | 118,755 | 118,754 | 57,091 CHF | 58,278 CHF | 100.00% | 100.00% |
04/07/2024 | 2.12% | 0.46 CHF | 0.47 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 58,427 CHF | 59,677 CHF | 98.16% | 98.16% |
03/07/2024 | 2.32% | 0.44 CHF | 0.45 CHF | 125,000 | 125,000 | 126,652 | 126,665 | 53,912 CHF | 55,185 CHF | 100.00% | 100.00% |
02/07/2024 | 2.86% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 154,133 | 154,132 | 53,023 CHF | 54,564 CHF | 100.00% | 100.00% |