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 | 2.39% | 0.42 CHF | 0.43 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 51,714 CHF | 52,964 CHF | 100.00% | 100.00% |
12/07/2024 | 2.33% | 0.42 CHF | 0.43 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 53,062 CHF | 54,312 CHF | 98.41% | 98.41% |
11/07/2024 | 2.51% | 0.43 CHF | 0.44 CHF | 125,000 | 125,000 | 142,641 | 142,642 | 55,998 CHF | 57,425 CHF | 98.85% | 98.85% |
10/07/2024 | 2.57% | 0.38 CHF | 0.39 CHF | 125,000 | 125,000 | 142,939 | 142,942 | 54,861 CHF | 56,292 CHF | 99.78% | 99.78% |
09/07/2024 | 2.80% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 152,246 | 152,244 | 53,684 CHF | 55,205 CHF | 100.00% | 100.00% |
08/07/2024 | 2.82% | 0.34 CHF | 0.35 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 52,458 CHF | 53,958 CHF | 98.99% | 98.99% |
05/07/2024 | 2.66% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 55,740 CHF | 57,240 CHF | 100.00% | 100.00% |
04/07/2024 | 2.71% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 54,707 CHF | 56,207 CHF | 98.15% | 98.15% |
03/07/2024 | 2.91% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 156,381 | 156,381 | 52,900 CHF | 54,464 CHF | 100.00% | 100.00% |
02/07/2024 | 3.37% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 180,622 | 180,622 | 52,685 CHF | 54,491 CHF | 100.00% | 100.00% |