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 | 2.44% | 0.43 CHF | 0.44 CHF | 125,000 | 125,000 | 135,581 | 135,581 | 54,735 CHF | 56,091 CHF | 100.00% | 100.00% |
12/07/2024 | 2.99% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 165,083 | 165,083 | 54,376 CHF | 56,026 CHF | 99.68% | 99.68% |
11/07/2024 | 2.69% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 55,138 CHF | 56,638 CHF | 90.18% | 90.18% |
10/07/2024 | 2.48% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 132,482 | 132,482 | 52,776 CHF | 54,101 CHF | 96.10% | 96.10% |
09/07/2024 | 2.55% | 0.40 CHF | 0.41 CHF | 150,000 | 150,000 | 148,682 | 148,682 | 57,492 CHF | 58,979 CHF | 99.66% | 99.66% |
08/07/2024 | 2.73% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 150,525 | 150,525 | 54,360 CHF | 55,865 CHF | 99.83% | 99.83% |
05/07/2024 | 3.04% | 0.34 CHF | 0.35 CHF | 150,000 | 150,000 | 170,941 | 170,941 | 55,360 CHF | 57,069 CHF | 100.00% | 100.00% |
04/07/2024 | 2.90% | 0.33 CHF | 0.34 CHF | 150,000 | 150,000 | 154,169 | 154,169 | 52,312 CHF | 53,853 CHF | 100.00% | 100.00% |
03/07/2024 | 2.81% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 52,665 CHF | 54,165 CHF | 99.23% | 99.23% |
02/07/2024 | 2.78% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 150,197 | 150,197 | 53,299 CHF | 54,801 CHF | 99.66% | 99.66% |