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 | 2.36% | 0.41 CHF | 0.42 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 50,348 CHF | 51,548 CHF | 96.97% | 100.00% |
12/07/2024 | 2.36% | 0.43 CHF | 0.44 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 50,229 CHF | 51,429 CHF | 100.00% | 100.00% |
11/07/2024 | 2.43% | 0.41 CHF | 0.42 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 48,752 CHF | 49,952 CHF | 100.00% | 100.00% |
10/07/2024 | 2.41% | 0.41 CHF | 0.42 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 49,116 CHF | 50,316 CHF | 100.00% | 100.00% |
09/07/2024 | 2.55% | 0.39 CHF | 0.40 CHF | 120,000 | 120,000 | 119,723 | 119,723 | 46,570 CHF | 47,770 CHF | 100.00% | 100.00% |
08/07/2024 | 2.40% | 0.42 CHF | 0.43 CHF | 120,000 | 120,000 | 119,792 | 119,792 | 49,493 CHF | 50,693 CHF | 99.99% | 99.99% |
05/07/2024 | 2.42% | 0.40 CHF | 0.41 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 48,906 CHF | 50,106 CHF | 99.81% | 99.81% |
04/07/2024 | 2.42% | 0.41 CHF | 0.42 CHF | 120,000 | 120,000 | 119,992 | 119,992 | 48,919 CHF | 50,119 CHF | 99.49% | 99.49% |
03/07/2024 | 2.38% | 0.41 CHF | 0.42 CHF | 120,000 | 120,000 | 119,992 | 119,992 | 49,789 CHF | 50,989 CHF | 99.35% | 99.35% |
02/07/2024 | 2.66% | 0.40 CHF | 0.41 CHF | 120,000 | 120,000 | 114,562 | 114,562 | 46,631 CHF | 47,789 CHF | 100.00% | 100.00% |