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 | 3.20% | 0.41 CHF | 0.42 CHF | 125,000 | 125,000 | 172,275 | 172,275 | 52,968 CHF | 54,691 CHF | 85.08% | 85.08% |
12/07/2024 | 2.26% | 0.45 CHF | 0.46 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 54,660 CHF | 55,910 CHF | 98.84% | 98.84% |
11/07/2024 | 1.98% | 0.46 CHF | 0.47 CHF | 125,000 | 125,000 | 105,000 | 105,000 | 52,390 CHF | 53,440 CHF | 98.16% | 98.16% |
10/07/2024 | 1.99% | 0.49 CHF | 0.50 CHF | 125,000 | 125,000 | 105,560 | 105,560 | 52,519 CHF | 53,574 CHF | 95.12% | 95.12% |
09/07/2024 | 1.88% | 0.48 CHF | 0.49 CHF | 100,000 | 100,000 | 100,528 | 100,528 | 52,942 CHF | 53,947 CHF | 98.67% | 98.67% |
08/07/2024 | 2.14% | 0.48 CHF | 0.49 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 57,907 CHF | 59,157 CHF | 98.59% | 98.59% |
05/07/2024 | 1.93% | 0.47 CHF | 0.48 CHF | 125,000 | 125,000 | 104,376 | 104,376 | 53,466 CHF | 54,510 CHF | 99.17% | 99.17% |
04/07/2024 | 1.98% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 112,147 | 112,147 | 56,067 CHF | 57,188 CHF | 99.18% | 99.18% |
03/07/2024 | 2.51% | 0.45 CHF | 0.46 CHF | 125,000 | 125,000 | 145,059 | 145,059 | 57,021 CHF | 58,472 CHF | 98.45% | 98.45% |
02/07/2024 | 2.83% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 150,583 | 150,583 | 52,475 CHF | 53,980 CHF | 98.82% | 98.82% |