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 | 2.25% | 0.99 CHF | 1.00 CHF | 155,000 | 155,000 | 69,462 | 69,462 | 70,297 CHF | 71,556 CHF | 100.00% | 100.00% |
12/07/2024 | 2.22% | 1.00 CHF | 1.01 CHF | 155,000 | 155,000 | 68,432 | 68,432 | 70,558 CHF | 71,793 CHF | 99.98% | 99.98% |
11/07/2024 | 2.19% | 1.09 CHF | 1.10 CHF | 150,000 | 150,000 | 67,389 | 67,389 | 71,301 CHF | 72,524 CHF | 99.83% | 99.83% |
10/07/2024 | 2.20% | 1.06 CHF | 1.07 CHF | 150,000 | 150,000 | 67,412 | 67,412 | 71,113 CHF | 72,336 CHF | 100.00% | 100.00% |
09/07/2024 | 2.78% | 1.08 CHF | 1.09 CHF | 150,000 | 150,000 | 67,440 | 67,440 | 73,377 CHF | 74,935 CHF | 99.78% | 99.78% |
08/07/2024 | 2.37% | 1.18 CHF | 1.19 CHF | 145,000 | 145,000 | 66,587 | 66,587 | 74,997 CHF | 76,372 CHF | 99.92% | 99.92% |
05/07/2024 | 2.16% | 1.08 CHF | 1.09 CHF | 150,000 | 150,000 | 67,206 | 67,206 | 71,595 CHF | 72,818 CHF | 99.70% | 99.70% |
04/07/2024 | 2.64% | 1.08 CHF | 1.10 CHF | 60,000 | 60,000 | 48,306 | 48,306 | 52,199 CHF | 53,503 CHF | 99.95% | 99.95% |
03/07/2024 | 2.80% | 1.07 CHF | 1.08 CHF | 150,000 | 150,000 | 67,368 | 67,368 | 72,813 CHF | 74,384 CHF | 100.00% | 100.00% |
02/07/2024 | 2.78% | 1.13 CHF | 1.14 CHF | 150,000 | 150,000 | 66,990 | 66,990 | 74,812 CHF | 76,378 CHF | 100.00% | 100.00% |