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 | 1.75% | 1.28 CHF | 1.29 CHF | 155,000 | 155,000 | 69,485 | 69,485 | 90,699 CHF | 91,959 CHF | 99.99% | 99.99% |
12/07/2024 | 1.73% | 1.29 CHF | 1.30 CHF | 155,000 | 155,000 | 68,429 | 68,429 | 90,652 CHF | 91,888 CHF | 99.98% | 99.98% |
11/07/2024 | 1.71% | 1.38 CHF | 1.39 CHF | 150,000 | 150,000 | 67,383 | 67,383 | 91,182 CHF | 92,405 CHF | 99.82% | 99.82% |
10/07/2024 | 1.72% | 1.35 CHF | 1.36 CHF | 150,000 | 150,000 | 67,403 | 67,403 | 90,876 CHF | 92,100 CHF | 99.99% | 99.99% |
09/07/2024 | 2.20% | 1.38 CHF | 1.39 CHF | 150,000 | 150,000 | 67,454 | 67,454 | 93,239 CHF | 94,797 CHF | 99.73% | 99.73% |
08/07/2024 | 1.87% | 1.47 CHF | 1.48 CHF | 145,000 | 145,000 | 66,587 | 66,587 | 94,559 CHF | 95,934 CHF | 99.92% | 99.92% |
05/07/2024 | 1.70% | 1.37 CHF | 1.38 CHF | 150,000 | 150,000 | 67,203 | 67,203 | 91,254 CHF | 92,478 CHF | 99.70% | 99.70% |
04/07/2024 | 2.08% | 1.38 CHF | 1.40 CHF | 60,000 | 60,000 | 48,305 | 48,305 | 66,421 CHF | 67,725 CHF | 99.95% | 99.95% |
03/07/2024 | 2.21% | 1.37 CHF | 1.38 CHF | 150,000 | 150,000 | 67,367 | 67,367 | 92,723 CHF | 94,293 CHF | 100.00% | 100.00% |
02/07/2024 | 2.20% | 1.42 CHF | 1.43 CHF | 150,000 | 150,000 | 66,983 | 66,983 | 94,646 CHF | 96,212 CHF | 99.99% | 99.99% |