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 | 2.14% | 0.42 CHF | 0.43 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 57,904 CHF | 59,154 CHF | 100.00% | 100.00% |
12/07/2024 | 2.30% | 0.48 CHF | 0.49 CHF | 125,000 | 125,000 | 127,501 | 127,502 | 54,751 CHF | 56,026 CHF | 98.39% | 98.39% |
11/07/2024 | 2.67% | 0.39 CHF | 0.40 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 55,515 CHF | 57,015 CHF | 98.57% | 98.57% |
10/07/2024 | 2.71% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 54,562 CHF | 56,062 CHF | 99.80% | 99.80% |
09/07/2024 | 2.55% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 144,005 | 144,006 | 55,749 CHF | 57,189 CHF | 100.00% | 100.00% |
08/07/2024 | 2.49% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 135,452 | 135,450 | 53,738 CHF | 55,092 CHF | 98.99% | 98.99% |
05/07/2024 | 2.33% | 0.39 CHF | 0.40 CHF | 125,000 | 125,000 | 126,304 | 126,303 | 53,627 CHF | 54,890 CHF | 100.00% | 100.00% |
04/07/2024 | 2.53% | 0.41 CHF | 0.42 CHF | 125,000 | 125,000 | 146,712 | 146,712 | 57,131 CHF | 58,598 CHF | 98.16% | 98.16% |
03/07/2024 | 2.56% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 141,930 | 141,931 | 54,766 CHF | 56,186 CHF | 100.00% | 100.00% |
02/07/2024 | 2.85% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 153,131 | 153,132 | 53,055 CHF | 54,587 CHF | 100.00% | 100.00% |