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 | 2.28% | 0.44 CHF | 0.45 CHF | 120,000 | 120,000 | 66,147 | 66,147 | 29,408 CHF | 30,071 CHF | 100.00% | 100.00% |
12/07/2024 | 2.08% | 0.46 CHF | 0.47 CHF | 120,000 | 120,000 | 66,493 | 66,493 | 32,211 CHF | 32,878 CHF | 99.94% | 99.94% |
11/07/2024 | 2.09% | 0.48 CHF | 0.49 CHF | 120,000 | 120,000 | 65,633 | 65,633 | 32,364 CHF | 33,027 CHF | 99.43% | 99.43% |
10/07/2024 | 1.93% | 0.51 CHF | 0.52 CHF | 130,000 | 130,000 | 70,611 | 70,611 | 36,810 CHF | 37,518 CHF | 99.84% | 99.84% |
09/07/2024 | 1.85% | 0.55 CHF | 0.56 CHF | 130,000 | 130,000 | 71,719 | 71,719 | 39,236 CHF | 39,955 CHF | 99.65% | 99.65% |
08/07/2024 | 1.85% | 0.56 CHF | 0.57 CHF | 130,000 | 130,000 | 71,529 | 71,529 | 39,381 CHF | 40,099 CHF | 100.00% | 100.00% |
05/07/2024 | 1.89% | 0.52 CHF | 0.53 CHF | 130,000 | 130,000 | 71,459 | 71,459 | 38,135 CHF | 38,851 CHF | 99.53% | 99.53% |
04/07/2024 | 1.79% | 0.55 CHF | 0.56 CHF | 65,000 | 65,000 | 58,017 | 58,017 | 32,079 CHF | 32,660 CHF | 98.93% | 98.93% |
03/07/2024 | 1.71% | 0.55 CHF | 0.56 CHF | 130,000 | 130,000 | 70,306 | 70,306 | 41,231 CHF | 41,935 CHF | 98.22% | 98.22% |
02/07/2024 | 1.63% | 0.63 CHF | 0.64 CHF | 130,000 | 130,000 | 71,271 | 71,271 | 44,420 CHF | 45,134 CHF | 100.00% | 100.00% |