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 | 1.34% | 0.75 CHF | 0.76 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 55,833 CHF | 56,583 CHF | 100.00% | 100.00% |
12/07/2024 | 1.45% | 0.69 CHF | 0.70 CHF | 75,000 | 75,000 | 78,666 | 78,666 | 53,947 CHF | 54,734 CHF | 98.41% | 98.41% |
11/07/2024 | 2.62% | 0.44 CHF | 0.45 CHF | 125,000 | 125,000 | 143,664 | 143,664 | 54,044 CHF | 55,480 CHF | 93.69% | 93.69% |
10/07/2024 | 2.80% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 52,926 CHF | 54,426 CHF | 99.76% | 99.76% |
09/07/2024 | 2.58% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 149,633 | 149,632 | 57,355 CHF | 58,851 CHF | 100.00% | 100.00% |
08/07/2024 | 2.59% | 0.39 CHF | 0.40 CHF | 125,000 | 125,000 | 144,511 | 144,512 | 54,999 CHF | 56,444 CHF | 98.97% | 98.97% |
05/07/2024 | 2.38% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 128,393 | 128,393 | 53,335 CHF | 54,619 CHF | 100.00% | 100.00% |
04/07/2024 | 2.53% | 0.41 CHF | 0.42 CHF | 150,000 | 150,000 | 149,083 | 149,083 | 58,160 CHF | 59,651 CHF | 98.16% | 98.16% |
03/07/2024 | 2.60% | 0.39 CHF | 0.40 CHF | 150,000 | 150,000 | 144,698 | 144,699 | 54,880 CHF | 56,327 CHF | 100.00% | 100.00% |
02/07/2024 | 2.40% | 0.40 CHF | 0.41 CHF | 125,000 | 125,000 | 125,553 | 125,554 | 51,651 CHF | 52,907 CHF | 100.00% | 100.00% |