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 | 1.98% | 0.49 CHF | 0.50 CHF | 125,000 | 125,000 | 109,220 | 109,220 | 54,587 CHF | 55,679 CHF | 100.00% | 100.00% |
12/07/2024 | 2.05% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 120,459 | 120,459 | 57,987 CHF | 59,192 CHF | 99.69% | 99.69% |
11/07/2024 | 2.23% | 0.46 CHF | 0.47 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 55,582 CHF | 56,832 CHF | 99.43% | 99.43% |
10/07/2024 | 2.35% | 0.43 CHF | 0.44 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 52,672 CHF | 53,922 CHF | 96.10% | 96.10% |
09/07/2024 | 2.33% | 0.40 CHF | 0.41 CHF | 125,000 | 125,000 | 125,258 | 125,258 | 53,127 CHF | 54,380 CHF | 99.65% | 99.65% |
08/07/2024 | 2.11% | 0.46 CHF | 0.47 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 58,719 CHF | 59,969 CHF | 99.83% | 99.83% |
05/07/2024 | 2.05% | 0.45 CHF | 0.46 CHF | 125,000 | 125,000 | 118,504 | 118,504 | 57,265 CHF | 58,450 CHF | 100.00% | 100.00% |
04/07/2024 | 2.06% | 0.49 CHF | 0.50 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 60,035 CHF | 61,285 CHF | 100.00% | 100.00% |
03/07/2024 | 2.14% | 0.47 CHF | 0.48 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 57,835 CHF | 59,085 CHF | 99.23% | 99.23% |
02/07/2024 | 2.47% | 0.42 CHF | 0.43 CHF | 125,000 | 125,000 | 131,991 | 131,992 | 52,795 CHF | 54,116 CHF | 99.66% | 99.66% |