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 | 2.04% | 0.50 CHF | 0.51 CHF | 200,000 | 200,000 | 88,820 | 88,820 | 44,336 CHF | 45,226 CHF | 100.00% | 100.00% |
12/07/2024 | 2.12% | 0.50 CHF | 0.51 CHF | 200,000 | 200,000 | 86,692 | 86,692 | 41,813 CHF | 42,690 CHF | 100.00% | 100.00% |
11/07/2024 | 1.85% | 0.52 CHF | 0.53 CHF | 200,000 | 200,000 | 88,672 | 88,672 | 47,781 CHF | 48,670 CHF | 100.00% | 100.00% |
10/07/2024 | 1.79% | 0.57 CHF | 0.58 CHF | 205,000 | 205,000 | 91,698 | 91,698 | 51,992 CHF | 52,913 CHF | 99.90% | 99.90% |
09/07/2024 | 2.15% | 0.58 CHF | 0.59 CHF | 210,000 | 210,000 | 89,158 | 89,158 | 51,608 CHF | 52,540 CHF | 99.65% | 99.65% |
08/07/2024 | 1.90% | 0.58 CHF | 0.59 CHF | 210,000 | 210,000 | 91,234 | 91,234 | 52,223 CHF | 53,165 CHF | 99.31% | 99.31% |
05/07/2024 | 1.77% | 0.58 CHF | 0.59 CHF | 210,000 | 210,000 | 93,269 | 93,269 | 53,766 CHF | 54,702 CHF | 99.90% | 99.90% |
04/07/2024 | 1.73% | 0.58 CHF | 0.59 CHF | 82,000 | 82,000 | 66,094 | 66,094 | 37,848 CHF | 38,509 CHF | 99.64% | 99.64% |
03/07/2024 | 1.93% | 0.59 CHF | 0.60 CHF | 210,000 | 210,000 | 87,261 | 87,261 | 51,152 CHF | 52,090 CHF | 100.00% | 100.00% |
02/07/2024 | 1.70% | 0.61 CHF | 0.62 CHF | 210,000 | 210,000 | 93,643 | 93,643 | 56,943 CHF | 57,887 CHF | 100.00% | 100.00% |