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 | 2.00% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 112,240 | 112,240 | 55,579 CHF | 56,702 CHF | 100.00% | 100.00% |
12/07/2024 | 2.02% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 117,031 | 117,031 | 57,190 CHF | 58,361 CHF | 99.78% | 99.78% |
11/07/2024 | 2.17% | 0.45 CHF | 0.46 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 56,965 CHF | 58,215 CHF | 100.00% | 100.00% |
10/07/2024 | 2.39% | 0.45 CHF | 0.46 CHF | 125,000 | 125,000 | 126,099 | 126,099 | 52,268 CHF | 53,529 CHF | 94.70% | 94.70% |
09/07/2024 | 2.40% | 0.40 CHF | 0.41 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 51,404 CHF | 52,654 CHF | 99.67% | 99.67% |
08/07/2024 | 2.42% | 0.42 CHF | 0.43 CHF | 125,000 | 125,000 | 129,347 | 129,348 | 52,672 CHF | 53,966 CHF | 100.00% | 100.00% |
05/07/2024 | 2.44% | 0.41 CHF | 0.42 CHF | 125,000 | 125,000 | 125,231 | 125,231 | 50,800 CHF | 52,052 CHF | 100.00% | 100.00% |
04/07/2024 | 2.46% | 0.40 CHF | 0.41 CHF | 125,000 | 125,000 | 129,428 | 129,427 | 51,924 CHF | 53,218 CHF | 100.00% | 100.00% |
03/07/2024 | 2.49% | 0.41 CHF | 0.42 CHF | 125,000 | 125,000 | 137,544 | 137,545 | 54,489 CHF | 55,865 CHF | 99.33% | 99.33% |
02/07/2024 | 2.68% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 55,257 CHF | 56,757 CHF | 99.61% | 99.61% |