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 | 2.61% | 0.40 CHF | 0.41 CHF | 125,000 | 125,000 | 146,752 | 146,752 | 55,566 CHF | 57,034 CHF | 100.00% | 100.00% |
12/07/2024 | 2.70% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 149,664 | 149,664 | 54,756 CHF | 56,253 CHF | 99.66% | 99.66% |
11/07/2024 | 2.45% | 0.39 CHF | 0.40 CHF | 125,000 | 125,000 | 125,815 | 125,815 | 50,762 CHF | 52,020 CHF | 96.92% | 96.92% |
10/07/2024 | 2.22% | 0.43 CHF | 0.44 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 55,603 CHF | 56,853 CHF | 96.08% | 96.08% |
09/07/2024 | 2.29% | 0.46 CHF | 0.47 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 53,985 CHF | 55,235 CHF | 99.66% | 99.66% |
08/07/2024 | 2.43% | 0.43 CHF | 0.44 CHF | 125,000 | 125,000 | 129,169 | 129,169 | 52,470 CHF | 53,761 CHF | 99.85% | 99.85% |
05/07/2024 | 2.48% | 0.41 CHF | 0.42 CHF | 125,000 | 125,000 | 134,682 | 134,682 | 53,481 CHF | 54,828 CHF | 100.00% | 100.00% |
04/07/2024 | 2.47% | 0.40 CHF | 0.41 CHF | 125,000 | 125,000 | 131,267 | 131,267 | 52,353 CHF | 53,666 CHF | 100.00% | 100.00% |
03/07/2024 | 2.50% | 0.40 CHF | 0.41 CHF | 125,000 | 125,000 | 134,712 | 134,712 | 53,141 CHF | 54,488 CHF | 99.23% | 99.23% |
02/07/2024 | 2.31% | 0.42 CHF | 0.43 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 53,392 CHF | 54,642 CHF | 99.66% | 99.66% |