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 | 2.40% | 0.42 CHF | 0.43 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 51,427 CHF | 52,677 CHF | 99.06% | 99.06% |
12/07/2024 | 2.52% | 0.41 CHF | 0.42 CHF | 125,000 | 125,000 | 145,558 | 145,558 | 56,960 CHF | 58,416 CHF | 98.83% | 98.83% |
11/07/2024 | 2.40% | 0.41 CHF | 0.42 CHF | 125,000 | 125,000 | 125,457 | 125,457 | 51,544 CHF | 52,799 CHF | 97.51% | 97.51% |
10/07/2024 | 2.47% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 130,392 | 130,392 | 51,989 CHF | 53,293 CHF | 95.13% | 95.13% |
09/07/2024 | 2.26% | 0.40 CHF | 0.41 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 54,648 CHF | 55,898 CHF | 98.66% | 98.66% |
08/07/2024 | 2.07% | 0.46 CHF | 0.47 CHF | 125,000 | 125,000 | 124,919 | 124,919 | 59,592 CHF | 60,841 CHF | 98.57% | 98.57% |
05/07/2024 | 2.05% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 120,104 | 120,104 | 57,902 CHF | 59,103 CHF | 99.17% | 99.17% |
04/07/2024 | 2.11% | 0.47 CHF | 0.48 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 58,749 CHF | 59,999 CHF | 99.18% | 99.18% |
03/07/2024 | 2.21% | 0.47 CHF | 0.48 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 55,946 CHF | 57,196 CHF | 98.44% | 98.44% |
02/07/2024 | 2.28% | 0.43 CHF | 0.44 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 54,195 CHF | 55,445 CHF | 98.86% | 98.86% |