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 | 0.74% | 2.08 CHF | 2.09 CHF | 190,000 | 190,000 | 93,551 | 93,551 | 195,935 CHF | 197,225 CHF | 99.05% | 99.05% |
12/07/2024 | 0.70% | 2.10 CHF | 2.11 CHF | 190,000 | 190,000 | 96,423 | 96,423 | 209,008 CHF | 210,346 CHF | 100.00% | 100.00% |
11/07/2024 | 0.74% | 2.15 CHF | 2.16 CHF | 200,000 | 200,000 | 94,034 | 94,034 | 198,631 CHF | 199,932 CHF | 100.00% | 100.00% |
10/07/2024 | 0.74% | 2.11 CHF | 2.12 CHF | 190,000 | 190,000 | 93,152 | 93,152 | 196,928 CHF | 198,218 CHF | 100.00% | 100.00% |
09/07/2024 | 0.74% | 2.16 CHF | 2.17 CHF | 200,000 | 200,000 | 95,331 | 95,331 | 200,695 CHF | 202,003 CHF | 98.82% | 98.82% |
08/07/2024 | 0.70% | 2.21 CHF | 2.22 CHF | 200,000 | 200,000 | 97,423 | 97,423 | 217,319 CHF | 218,674 CHF | 100.00% | 100.00% |
05/07/2024 | 0.64% | 2.33 CHF | 2.34 CHF | 210,000 | 210,000 | 103,018 | 103,018 | 246,766 CHF | 248,189 CHF | 98.97% | 98.97% |
04/07/2024 | 0.63% | 2.41 CHF | 2.42 CHF | 74,000 | 74,000 | 74,000 | 74,000 | 178,465 CHF | 179,601 CHF | 99.44% | 99.44% |
03/07/2024 | 0.64% | 2.43 CHF | 2.44 CHF | 210,000 | 210,000 | 103,142 | 103,142 | 250,818 CHF | 252,246 CHF | 99.64% | 99.64% |
02/07/2024 | 0.63% | 2.47 CHF | 2.48 CHF | 220,000 | 220,000 | 106,684 | 106,684 | 263,001 CHF | 264,479 CHF | 100.00% | 100.00% |