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 | 2.04% | 0.48 CHF | 0.49 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 92,217 CHF | 94,117 CHF | 100.00% | 100.00% |
12/07/2024 | 2.12% | 0.47 CHF | 0.48 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 88,757 CHF | 90,657 CHF | 100.00% | 100.00% |
11/07/2024 | 2.47% | 0.41 CHF | 0.42 CHF | 200,000 | 200,000 | 199,865 | 199,865 | 79,906 CHF | 81,906 CHF | 100.00% | 100.00% |
10/07/2024 | 2.53% | 0.39 CHF | 0.40 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 78,082 CHF | 80,082 CHF | 100.00% | 100.00% |
09/07/2024 | 2.41% | 0.38 CHF | 0.39 CHF | 200,000 | 200,000 | 197,451 | 197,451 | 80,934 CHF | 82,909 CHF | 100.00% | 100.00% |
08/07/2024 | 2.21% | 0.43 CHF | 0.44 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 84,913 CHF | 86,813 CHF | 100.00% | 100.00% |
05/07/2024 | 2.09% | 0.46 CHF | 0.47 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 90,050 CHF | 91,950 CHF | 99.81% | 99.81% |
04/07/2024 | 2.07% | 0.48 CHF | 0.49 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 90,724 CHF | 92,624 CHF | 99.49% | 99.49% |
03/07/2024 | 2.10% | 0.47 CHF | 0.48 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 89,712 CHF | 91,612 CHF | 99.37% | 99.37% |
02/07/2024 | 2.28% | 0.43 CHF | 0.44 CHF | 200,000 | 200,000 | 191,399 | 191,399 | 83,111 CHF | 85,025 CHF | 100.00% | 100.00% |