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 | 2.58% | 0.85 CHF | 0.86 CHF | 155,000 | 155,000 | 69,462 | 69,462 | 60,920 CHF | 62,180 CHF | 100.00% | 100.00% |
12/07/2024 | 2.55% | 0.87 CHF | 0.88 CHF | 155,000 | 155,000 | 68,429 | 68,429 | 61,289 CHF | 62,524 CHF | 99.98% | 99.98% |
11/07/2024 | 2.50% | 0.95 CHF | 0.96 CHF | 150,000 | 150,000 | 67,391 | 67,391 | 62,337 CHF | 63,560 CHF | 99.82% | 99.82% |
10/07/2024 | 2.52% | 0.92 CHF | 0.93 CHF | 150,000 | 150,000 | 67,391 | 67,391 | 61,914 CHF | 63,138 CHF | 100.00% | 100.00% |
09/07/2024 | 3.17% | 0.95 CHF | 0.96 CHF | 150,000 | 150,000 | 67,448 | 67,448 | 64,289 CHF | 65,847 CHF | 99.72% | 99.72% |
08/07/2024 | 2.70% | 1.04 CHF | 1.05 CHF | 145,000 | 145,000 | 66,585 | 66,585 | 66,040 CHF | 67,414 CHF | 99.92% | 99.92% |
05/07/2024 | 2.47% | 0.94 CHF | 0.95 CHF | 150,000 | 150,000 | 67,184 | 67,184 | 62,461 CHF | 63,684 CHF | 99.68% | 99.68% |
04/07/2024 | 3.01% | 0.95 CHF | 0.97 CHF | 60,000 | 60,000 | 48,306 | 48,306 | 45,660 CHF | 46,964 CHF | 99.95% | 99.95% |
03/07/2024 | 3.19% | 0.94 CHF | 0.95 CHF | 150,000 | 150,000 | 67,367 | 67,367 | 63,735 CHF | 65,305 CHF | 100.00% | 100.00% |
02/07/2024 | 3.17% | 0.99 CHF | 1.00 CHF | 150,000 | 150,000 | 66,992 | 66,992 | 65,743 CHF | 67,309 CHF | 100.00% | 100.00% |