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% | 0.39 CHF | 0.40 CHF | 125,000 | 125,000 | 125,135 | 125,137 | 51,914 CHF | 53,166 CHF | 100.00% | 100.00% |
12/07/2024 | 2.45% | 0.39 CHF | 0.40 CHF | 150,000 | 150,000 | 130,449 | 130,449 | 52,491 CHF | 53,796 CHF | 98.44% | 98.44% |
11/07/2024 | 2.47% | 0.39 CHF | 0.40 CHF | 125,000 | 125,000 | 134,577 | 134,575 | 53,662 CHF | 55,007 CHF | 83.58% | 83.58% |
10/07/2024 | 2.84% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 52,224 CHF | 53,724 CHF | 99.77% | 99.77% |
09/07/2024 | 2.84% | 0.33 CHF | 0.34 CHF | 150,000 | 150,000 | 150,521 | 150,519 | 52,249 CHF | 53,754 CHF | 100.00% | 100.00% |
08/07/2024 | 2.83% | 0.34 CHF | 0.35 CHF | 150,000 | 150,000 | 150,341 | 150,341 | 52,327 CHF | 53,831 CHF | 98.98% | 98.98% |
05/07/2024 | 2.91% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 154,584 | 154,584 | 52,348 CHF | 53,894 CHF | 100.00% | 100.00% |
04/07/2024 | 2.91% | 0.34 CHF | 0.35 CHF | 150,000 | 150,000 | 155,233 | 154,864 | 52,516 CHF | 53,942 CHF | 98.16% | 98.16% |
03/07/2024 | 3.17% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 175,524 | 175,524 | 54,501 CHF | 56,256 CHF | 100.00% | 100.00% |
02/07/2024 | 3.51% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 193,213 | 193,214 | 54,062 CHF | 55,994 CHF | 100.00% | 100.00% |