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 | 2.29% | 0.44 CHF | 0.45 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 54,078 CHF | 55,328 CHF | 100.00% | 100.00% |
12/07/2024 | 2.32% | 0.44 CHF | 0.45 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 53,359 CHF | 54,609 CHF | 99.77% | 99.77% |
11/07/2024 | 2.46% | 0.40 CHF | 0.41 CHF | 125,000 | 125,000 | 130,070 | 130,070 | 52,131 CHF | 53,432 CHF | 100.00% | 100.00% |
10/07/2024 | 2.68% | 0.39 CHF | 0.40 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 55,375 CHF | 56,875 CHF | 94.69% | 94.69% |
09/07/2024 | 2.71% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 54,616 CHF | 56,116 CHF | 99.67% | 99.67% |
08/07/2024 | 2.72% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 54,398 CHF | 55,898 CHF | 100.00% | 100.00% |
05/07/2024 | 2.74% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 53,941 CHF | 55,441 CHF | 99.99% | 99.99% |
04/07/2024 | 2.78% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 53,282 CHF | 54,782 CHF | 100.00% | 100.00% |
03/07/2024 | 2.79% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 53,071 CHF | 54,571 CHF | 99.32% | 99.32% |
02/07/2024 | 2.99% | 0.34 CHF | 0.35 CHF | 150,000 | 150,000 | 166,226 | 166,226 | 54,753 CHF | 56,415 CHF | 99.61% | 99.61% |