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 | 2.67% | 0.39 CHF | 0.40 CHF | 150,000 | 150,000 | 147,389 | 147,387 | 54,521 CHF | 55,994 CHF | 100.00% | 100.00% |
12/07/2024 | 2.77% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 53,346 CHF | 54,846 CHF | 98.44% | 98.44% |
11/07/2024 | 2.94% | 0.34 CHF | 0.35 CHF | 150,000 | 150,000 | 159,713 | 159,714 | 53,457 CHF | 55,055 CHF | 95.50% | 95.50% |
10/07/2024 | 2.63% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 148,361 | 148,363 | 55,776 CHF | 57,261 CHF | 99.79% | 99.79% |
09/07/2024 | 2.38% | 0.44 CHF | 0.45 CHF | 125,000 | 125,000 | 126,449 | 126,449 | 52,511 CHF | 53,775 CHF | 100.00% | 100.00% |
08/07/2024 | 2.58% | 0.39 CHF | 0.40 CHF | 150,000 | 150,000 | 139,950 | 139,949 | 53,388 CHF | 54,787 CHF | 98.99% | 98.99% |
05/07/2024 | 2.41% | 0.41 CHF | 0.42 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 51,291 CHF | 52,541 CHF | 100.00% | 100.00% |
04/07/2024 | 2.36% | 0.41 CHF | 0.42 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 52,330 CHF | 53,580 CHF | 98.16% | 98.16% |
03/07/2024 | 2.09% | 0.45 CHF | 0.46 CHF | 125,000 | 125,000 | 124,739 | 124,741 | 58,994 CHF | 60,242 CHF | 100.00% | 100.00% |
02/07/2024 | 2.07% | 0.45 CHF | 0.46 CHF | 125,000 | 125,000 | 122,910 | 122,910 | 58,741 CHF | 59,970 CHF | 100.00% | 100.00% |