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 | 2.49% | 0.41 CHF | 0.42 CHF | 200,000 | 200,000 | 88,821 | 88,821 | 36,311 CHF | 37,201 CHF | 100.00% | 100.00% |
12/07/2024 | 2.60% | 0.41 CHF | 0.42 CHF | 200,000 | 200,000 | 86,695 | 86,695 | 33,954 CHF | 34,831 CHF | 100.00% | 100.00% |
11/07/2024 | 2.21% | 0.42 CHF | 0.43 CHF | 200,000 | 200,000 | 88,670 | 88,670 | 39,704 CHF | 40,593 CHF | 100.00% | 100.00% |
10/07/2024 | 2.12% | 0.48 CHF | 0.49 CHF | 205,000 | 205,000 | 91,698 | 91,698 | 43,690 CHF | 44,611 CHF | 99.89% | 99.89% |
09/07/2024 | 2.55% | 0.49 CHF | 0.50 CHF | 210,000 | 210,000 | 89,155 | 89,155 | 43,438 CHF | 44,370 CHF | 99.66% | 99.66% |
08/07/2024 | 2.25% | 0.49 CHF | 0.50 CHF | 210,000 | 210,000 | 91,233 | 91,233 | 43,963 CHF | 44,904 CHF | 99.32% | 99.32% |
05/07/2024 | 2.11% | 0.49 CHF | 0.50 CHF | 210,000 | 210,000 | 93,269 | 93,269 | 45,176 CHF | 46,112 CHF | 99.89% | 99.89% |
04/07/2024 | 2.06% | 0.49 CHF | 0.50 CHF | 82,000 | 82,000 | 66,092 | 66,092 | 31,727 CHF | 32,388 CHF | 99.66% | 99.66% |
03/07/2024 | 2.27% | 0.50 CHF | 0.51 CHF | 210,000 | 210,000 | 87,261 | 87,261 | 43,225 CHF | 44,163 CHF | 100.00% | 100.00% |
02/07/2024 | 2.01% | 0.52 CHF | 0.53 CHF | 210,000 | 210,000 | 93,643 | 93,643 | 48,343 CHF | 49,288 CHF | 100.00% | 100.00% |