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 | 2.38% | 0.42 CHF | 0.43 CHF | 125,000 | 125,000 | 128,385 | 128,384 | 53,314 CHF | 54,598 CHF | 100.00% | 100.00% |
12/07/2024 | 2.34% | 0.43 CHF | 0.44 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 52,765 CHF | 54,015 CHF | 97.75% | 97.75% |
11/07/2024 | 2.64% | 0.42 CHF | 0.43 CHF | 125,000 | 125,000 | 147,982 | 147,982 | 55,308 CHF | 56,787 CHF | 99.44% | 99.44% |
10/07/2024 | 2.89% | 0.33 CHF | 0.34 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 51,143 CHF | 52,643 CHF | 99.77% | 99.77% |
09/07/2024 | 2.75% | 0.33 CHF | 0.34 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 53,919 CHF | 55,419 CHF | 100.00% | 100.00% |
08/07/2024 | 2.62% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 148,948 | 148,948 | 56,207 CHF | 57,697 CHF | 98.98% | 98.98% |
05/07/2024 | 2.49% | 0.40 CHF | 0.41 CHF | 150,000 | 150,000 | 133,325 | 133,324 | 52,915 CHF | 54,248 CHF | 100.00% | 100.00% |
04/07/2024 | 2.51% | 0.39 CHF | 0.40 CHF | 150,000 | 150,000 | 137,269 | 137,269 | 54,000 CHF | 55,373 CHF | 98.17% | 98.17% |
03/07/2024 | 2.79% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 53,013 CHF | 54,513 CHF | 100.00% | 100.00% |
02/07/2024 | 2.71% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 54,583 CHF | 56,083 CHF | 100.00% | 100.00% |