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 | 2.10% | 0.45 CHF | 0.46 CHF | 125,000 | 125,000 | 124,839 | 124,838 | 58,954 CHF | 60,202 CHF | 100.00% | 100.00% |
12/07/2024 | 2.04% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 121,526 | 121,526 | 58,932 CHF | 60,148 CHF | 98.43% | 98.43% |
11/07/2024 | 1.96% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 102,849 | 102,845 | 51,983 CHF | 53,010 CHF | 99.23% | 99.23% |
10/07/2024 | 2.12% | 0.48 CHF | 0.49 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 58,516 CHF | 59,766 CHF | 99.79% | 99.79% |
09/07/2024 | 2.28% | 0.42 CHF | 0.43 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 54,278 CHF | 55,528 CHF | 100.00% | 100.00% |
08/07/2024 | 2.12% | 0.47 CHF | 0.48 CHF | 125,000 | 125,000 | 123,947 | 123,947 | 57,979 CHF | 59,219 CHF | 98.98% | 98.98% |
05/07/2024 | 2.21% | 0.45 CHF | 0.46 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 55,853 CHF | 57,103 CHF | 100.00% | 100.00% |
04/07/2024 | 2.25% | 0.44 CHF | 0.45 CHF | 125,000 | 125,000 | 125,191 | 125,191 | 54,917 CHF | 56,169 CHF | 98.16% | 98.16% |
03/07/2024 | 2.51% | 0.41 CHF | 0.42 CHF | 150,000 | 150,000 | 135,307 | 135,304 | 53,284 CHF | 54,636 CHF | 100.00% | 100.00% |
02/07/2024 | 2.51% | 0.41 CHF | 0.42 CHF | 125,000 | 125,000 | 140,101 | 140,099 | 55,000 CHF | 56,401 CHF | 99.97% | 99.97% |