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 | 2.37% | 0.42 CHF | 0.43 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 79,162 CHF | 81,062 CHF | 100.00% | 100.00% |
12/07/2024 | 2.27% | 0.43 CHF | 0.44 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 82,648 CHF | 84,548 CHF | 100.00% | 100.00% |
11/07/2024 | 1.98% | 0.48 CHF | 0.49 CHF | 200,000 | 200,000 | 199,845 | 199,845 | 99,868 CHF | 101,868 CHF | 100.00% | 100.00% |
10/07/2024 | 1.95% | 0.51 CHF | 0.52 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 101,676 CHF | 103,676 CHF | 100.00% | 100.00% |
09/07/2024 | 2.03% | 0.51 CHF | 0.52 CHF | 200,000 | 200,000 | 197,450 | 197,450 | 96,495 CHF | 98,470 CHF | 100.00% | 100.00% |
08/07/2024 | 2.19% | 0.47 CHF | 0.48 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 85,868 CHF | 87,768 CHF | 100.00% | 100.00% |
05/07/2024 | 2.32% | 0.44 CHF | 0.45 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 81,104 CHF | 83,004 CHF | 99.82% | 99.82% |
04/07/2024 | 2.31% | 0.42 CHF | 0.43 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 81,188 CHF | 83,088 CHF | 99.50% | 99.50% |
03/07/2024 | 2.29% | 0.43 CHF | 0.44 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 81,995 CHF | 83,895 CHF | 99.34% | 99.34% |
02/07/2024 | 2.13% | 0.47 CHF | 0.48 CHF | 200,000 | 200,000 | 191,398 | 191,398 | 89,032 CHF | 90,946 CHF | 100.00% | 100.00% |