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 | 2.62% | 0.41 CHF | 0.42 CHF | 125,000 | 125,000 | 144,150 | 144,150 | 54,333 CHF | 55,775 CHF | 100.00% | 100.00% |
12/07/2024 | 2.55% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 143,664 | 143,664 | 55,508 CHF | 56,945 CHF | 99.69% | 99.69% |
11/07/2024 | 2.41% | 0.41 CHF | 0.42 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 51,227 CHF | 52,477 CHF | 97.89% | 97.89% |
10/07/2024 | 2.28% | 0.42 CHF | 0.43 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 54,228 CHF | 55,478 CHF | 96.11% | 96.11% |
09/07/2024 | 2.36% | 0.45 CHF | 0.46 CHF | 125,000 | 125,000 | 125,259 | 125,259 | 52,530 CHF | 53,783 CHF | 99.67% | 99.67% |
08/07/2024 | 2.57% | 0.41 CHF | 0.42 CHF | 150,000 | 150,000 | 149,725 | 149,725 | 57,609 CHF | 59,106 CHF | 99.84% | 99.84% |
05/07/2024 | 2.50% | 0.40 CHF | 0.41 CHF | 125,000 | 125,000 | 138,043 | 138,043 | 54,425 CHF | 55,805 CHF | 100.00% | 100.00% |
04/07/2024 | 2.44% | 0.40 CHF | 0.41 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 50,557 CHF | 51,807 CHF | 100.00% | 100.00% |
03/07/2024 | 2.41% | 0.42 CHF | 0.43 CHF | 125,000 | 125,000 | 125,786 | 125,786 | 51,461 CHF | 52,719 CHF | 99.24% | 99.24% |
02/07/2024 | 2.28% | 0.43 CHF | 0.44 CHF | 125,000 | 125,000 | 125,273 | 125,273 | 54,376 CHF | 55,629 CHF | 99.67% | 99.67% |