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 | 2.55% | 0.43 CHF | 0.44 CHF | 125,000 | 125,000 | 144,553 | 144,553 | 55,997 CHF | 57,443 CHF | 100.00% | 100.00% |
12/07/2024 | 2.70% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 151,860 | 151,860 | 55,444 CHF | 56,962 CHF | 99.67% | 99.67% |
11/07/2024 | 2.31% | 0.40 CHF | 0.41 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 53,459 CHF | 54,709 CHF | 98.44% | 98.44% |
10/07/2024 | 2.03% | 0.46 CHF | 0.47 CHF | 125,000 | 125,000 | 119,387 | 119,387 | 58,111 CHF | 59,305 CHF | 96.07% | 96.07% |
09/07/2024 | 2.11% | 0.51 CHF | 0.52 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 58,659 CHF | 59,909 CHF | 99.65% | 99.65% |
08/07/2024 | 2.30% | 0.46 CHF | 0.47 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 53,697 CHF | 54,947 CHF | 99.83% | 99.83% |
05/07/2024 | 2.39% | 0.43 CHF | 0.44 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 51,634 CHF | 52,884 CHF | 100.00% | 100.00% |
04/07/2024 | 2.36% | 0.42 CHF | 0.43 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 52,356 CHF | 53,606 CHF | 100.00% | 100.00% |
03/07/2024 | 2.40% | 0.42 CHF | 0.43 CHF | 125,000 | 125,000 | 129,984 | 129,984 | 53,467 CHF | 54,767 CHF | 99.23% | 99.23% |
02/07/2024 | 2.17% | 0.44 CHF | 0.45 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 57,105 CHF | 58,355 CHF | 99.65% | 99.65% |