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 | 2.15% | 0.47 CHF | 0.48 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 57,498 CHF | 58,748 CHF | 100.00% | 100.00% |
12/07/2024 | 2.18% | 0.46 CHF | 0.47 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 56,703 CHF | 57,953 CHF | 99.78% | 99.78% |
11/07/2024 | 2.33% | 0.42 CHF | 0.43 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 53,137 CHF | 54,387 CHF | 100.00% | 100.00% |
10/07/2024 | 2.54% | 0.42 CHF | 0.43 CHF | 125,000 | 125,000 | 144,322 | 144,322 | 56,085 CHF | 57,528 CHF | 94.69% | 94.69% |
09/07/2024 | 2.57% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 57,643 CHF | 59,143 CHF | 99.67% | 99.67% |
08/07/2024 | 2.59% | 0.39 CHF | 0.40 CHF | 150,000 | 150,000 | 149,740 | 149,740 | 57,129 CHF | 58,626 CHF | 100.00% | 100.00% |
05/07/2024 | 2.60% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 56,867 CHF | 58,367 CHF | 100.00% | 100.00% |
04/07/2024 | 2.63% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 56,377 CHF | 57,877 CHF | 100.00% | 100.00% |
03/07/2024 | 2.64% | 0.39 CHF | 0.40 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 55,986 CHF | 57,486 CHF | 99.33% | 99.33% |
02/07/2024 | 2.84% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 152,612 | 152,613 | 52,974 CHF | 54,500 CHF | 99.61% | 99.61% |