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% | 0.45 CHF | 0.46 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 86,212 CHF | 87,962 CHF | 100.00% | 100.00% |
12/07/2024 | 2.01% | 0.51 CHF | 0.52 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 86,077 CHF | 87,827 CHF | 100.00% | 100.00% |
11/07/2024 | 2.14% | 0.47 CHF | 0.48 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 92,524 CHF | 94,524 CHF | 100.00% | 100.00% |
10/07/2024 | 2.24% | 0.45 CHF | 0.46 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 88,396 CHF | 90,396 CHF | 100.00% | 100.00% |
09/07/2024 | 2.17% | 0.44 CHF | 0.45 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 91,244 CHF | 93,244 CHF | 100.00% | 100.00% |
08/07/2024 | 2.22% | 0.44 CHF | 0.45 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 89,091 CHF | 91,091 CHF | 100.00% | 100.00% |
05/07/2024 | 2.22% | 0.43 CHF | 0.44 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 89,272 CHF | 91,272 CHF | 100.00% | 100.00% |
04/07/2024 | 2.20% | 0.45 CHF | 0.46 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 89,901 CHF | 91,901 CHF | 100.00% | 100.00% |
03/07/2024 | 2.27% | 0.44 CHF | 0.45 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 86,999 CHF | 88,999 CHF | 100.00% | 100.00% |
02/07/2024 | 2.41% | 0.43 CHF | 0.44 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 82,098 CHF | 84,098 CHF | 100.00% | 100.00% |