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 | 2.01% | 0.39 CHF | 0.40 CHF | 150,000 | 150,000 | 106,776 | 106,776 | 52,484 CHF | 53,552 CHF | 85.08% | 85.08% |
12/07/2024 | 2.34% | 0.41 CHF | 0.42 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 52,924 CHF | 54,174 CHF | 98.82% | 98.82% |
11/07/2024 | 2.57% | 0.41 CHF | 0.42 CHF | 125,000 | 125,000 | 145,544 | 145,544 | 55,927 CHF | 57,383 CHF | 98.43% | 98.43% |
10/07/2024 | 2.52% | 0.40 CHF | 0.41 CHF | 125,000 | 125,000 | 143,891 | 143,891 | 56,448 CHF | 57,887 CHF | 95.09% | 95.09% |
09/07/2024 | 2.63% | 0.40 CHF | 0.41 CHF | 150,000 | 150,000 | 149,736 | 149,736 | 56,141 CHF | 57,639 CHF | 98.66% | 98.66% |
08/07/2024 | 2.36% | 0.40 CHF | 0.41 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 52,443 CHF | 53,693 CHF | 98.59% | 98.59% |
05/07/2024 | 2.63% | 0.43 CHF | 0.44 CHF | 125,000 | 125,000 | 145,883 | 145,883 | 54,714 CHF | 56,173 CHF | 99.17% | 99.17% |
04/07/2024 | 2.57% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 146,540 | 146,540 | 56,358 CHF | 57,824 CHF | 99.18% | 99.18% |
03/07/2024 | 2.17% | 0.41 CHF | 0.42 CHF | 125,000 | 125,000 | 124,540 | 124,540 | 56,832 CHF | 58,078 CHF | 98.44% | 98.44% |
02/07/2024 | 1.96% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 50,537 CHF | 51,537 CHF | 98.85% | 98.85% |