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 | 1.85% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,621 CHF | 54,621 CHF | 100.00% | 100.00% |
12/07/2024 | 1.89% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,446 CHF | 53,446 CHF | 98.42% | 98.42% |
11/07/2024 | 1.90% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 100,126 | 100,128 | 52,092 CHF | 53,094 CHF | 98.27% | 98.27% |
10/07/2024 | 2.22% | 0.48 CHF | 0.49 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 55,629 CHF | 56,879 CHF | 99.77% | 99.77% |
09/07/2024 | 2.24% | 0.42 CHF | 0.43 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 55,310 CHF | 56,560 CHF | 100.00% | 100.00% |
08/07/2024 | 2.25% | 0.43 CHF | 0.44 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 54,853 CHF | 56,103 CHF | 98.98% | 98.98% |
05/07/2024 | 2.31% | 0.41 CHF | 0.42 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 53,608 CHF | 54,858 CHF | 100.00% | 100.00% |
04/07/2024 | 2.29% | 0.44 CHF | 0.45 CHF | 125,000 | 125,000 | 125,185 | 125,187 | 54,100 CHF | 55,353 CHF | 98.15% | 98.15% |
03/07/2024 | 2.57% | 0.40 CHF | 0.41 CHF | 150,000 | 150,000 | 145,302 | 145,300 | 55,865 CHF | 57,317 CHF | 100.00% | 100.00% |
02/07/2024 | 2.82% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 153,370 | 153,372 | 53,696 CHF | 55,230 CHF | 100.00% | 100.00% |