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 | 2.74% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 150,291 | 150,291 | 54,087 CHF | 55,590 CHF | 100.00% | 100.00% |
12/07/2024 | 3.23% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 53,269 CHF | 55,019 CHF | 99.67% | 99.67% |
11/07/2024 | 2.94% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 162,764 | 162,764 | 54,476 CHF | 56,104 CHF | 99.29% | 99.29% |
10/07/2024 | 2.73% | 0.34 CHF | 0.35 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 54,227 CHF | 55,727 CHF | 96.08% | 96.08% |
09/07/2024 | 2.79% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 53,023 CHF | 54,523 CHF | 99.65% | 99.65% |
08/07/2024 | 2.98% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 166,450 | 166,450 | 55,045 CHF | 56,710 CHF | 99.83% | 99.83% |
05/07/2024 | 3.31% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 52,105 CHF | 53,855 CHF | 100.00% | 100.00% |
04/07/2024 | 3.14% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 54,860 CHF | 56,610 CHF | 100.00% | 100.00% |
03/07/2024 | 3.05% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 56,456 CHF | 58,206 CHF | 99.23% | 99.23% |
02/07/2024 | 3.02% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 174,479 | 174,479 | 56,879 CHF | 58,624 CHF | 99.67% | 99.67% |