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 | 1.48% | 0.70 CHF | 0.71 CHF | 115,000 | 115,000 | 51,504 | 51,504 | 35,347 CHF | 35,863 CHF | 100.00% | 100.00% |
12/07/2024 | 1.48% | 0.68 CHF | 0.69 CHF | 112,900 | 112,900 | 50,888 | 50,888 | 34,559 CHF | 35,069 CHF | 100.00% | 100.00% |
11/07/2024 | 1.47% | 0.68 CHF | 0.69 CHF | 114,900 | 114,900 | 50,963 | 50,963 | 34,911 CHF | 35,422 CHF | 99.99% | 99.99% |
10/07/2024 | 1.51% | 0.67 CHF | 0.68 CHF | 116,000 | 116,000 | 52,222 | 52,222 | 34,959 CHF | 35,482 CHF | 100.00% | 100.00% |
09/07/2024 | 1.61% | 0.66 CHF | 0.67 CHF | 124,200 | 124,200 | 56,160 | 56,160 | 35,591 CHF | 36,155 CHF | 100.00% | 100.00% |
08/07/2024 | 1.65% | 0.63 CHF | 0.64 CHF | 127,500 | 127,500 | 57,429 | 57,429 | 35,499 CHF | 36,074 CHF | 100.00% | 100.00% |
05/07/2024 | 1.60% | 0.61 CHF | 0.62 CHF | 124,200 | 124,200 | 54,851 | 54,851 | 34,423 CHF | 34,972 CHF | 99.90% | 99.90% |
04/07/2024 | 1.53% | 0.65 CHF | 0.66 CHF | 48,500 | 48,500 | 38,826 | 38,826 | 25,124 CHF | 25,512 CHF | 100.00% | 100.00% |
03/07/2024 | 1.57% | 0.64 CHF | 0.65 CHF | 120,900 | 120,900 | 54,228 | 54,228 | 34,898 CHF | 35,441 CHF | 100.00% | 100.00% |
02/07/2024 | 1.72% | 0.60 CHF | 0.61 CHF | 132,200 | 132,200 | 59,109 | 59,109 | 35,038 CHF | 35,630 CHF | 100.00% | 100.00% |