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 | 2.62% | 0.39 CHF | 0.40 CHF | 120,000 | 120,000 | 66,147 | 66,147 | 25,569 CHF | 26,232 CHF | 100.00% | 100.00% |
12/07/2024 | 2.36% | 0.40 CHF | 0.41 CHF | 120,000 | 120,000 | 66,491 | 66,491 | 28,332 CHF | 28,999 CHF | 99.94% | 99.94% |
11/07/2024 | 2.36% | 0.43 CHF | 0.44 CHF | 120,000 | 120,000 | 65,632 | 65,632 | 28,552 CHF | 29,216 CHF | 99.43% | 99.43% |
10/07/2024 | 2.17% | 0.45 CHF | 0.46 CHF | 130,000 | 130,000 | 70,611 | 70,611 | 32,632 CHF | 33,339 CHF | 99.84% | 99.84% |
09/07/2024 | 2.07% | 0.49 CHF | 0.50 CHF | 130,000 | 130,000 | 71,725 | 71,725 | 35,042 CHF | 35,760 CHF | 99.66% | 99.66% |
08/07/2024 | 2.07% | 0.50 CHF | 0.51 CHF | 130,000 | 130,000 | 71,529 | 71,529 | 35,155 CHF | 35,873 CHF | 100.00% | 100.00% |
05/07/2024 | 2.13% | 0.46 CHF | 0.47 CHF | 130,000 | 130,000 | 71,462 | 71,462 | 33,867 CHF | 34,584 CHF | 99.53% | 99.53% |
04/07/2024 | 2.00% | 0.49 CHF | 0.50 CHF | 65,000 | 65,000 | 58,017 | 58,017 | 28,692 CHF | 29,272 CHF | 98.93% | 98.93% |
03/07/2024 | 1.89% | 0.49 CHF | 0.50 CHF | 130,000 | 130,000 | 70,303 | 70,303 | 37,060 CHF | 37,765 CHF | 98.23% | 98.23% |
02/07/2024 | 1.80% | 0.57 CHF | 0.58 CHF | 130,000 | 130,000 | 71,271 | 71,271 | 40,141 CHF | 40,855 CHF | 100.00% | 100.00% |