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 | 1.88% | 1.19 CHF | 1.20 CHF | 155,000 | 155,000 | 69,462 | 69,462 | 84,567 CHF | 85,827 CHF | 100.00% | 100.00% |
12/07/2024 | 1.86% | 1.21 CHF | 1.22 CHF | 155,000 | 155,000 | 68,432 | 68,432 | 84,558 CHF | 85,793 CHF | 99.98% | 99.98% |
11/07/2024 | 1.83% | 1.29 CHF | 1.30 CHF | 150,000 | 150,000 | 67,392 | 67,392 | 85,243 CHF | 86,466 CHF | 99.83% | 99.83% |
10/07/2024 | 1.84% | 1.27 CHF | 1.28 CHF | 150,000 | 150,000 | 67,392 | 67,392 | 84,895 CHF | 86,118 CHF | 100.00% | 100.00% |
09/07/2024 | 2.35% | 1.29 CHF | 1.30 CHF | 150,000 | 150,000 | 67,440 | 67,440 | 87,248 CHF | 88,805 CHF | 99.78% | 99.78% |
08/07/2024 | 2.00% | 1.38 CHF | 1.39 CHF | 145,000 | 145,000 | 66,586 | 66,586 | 88,671 CHF | 90,046 CHF | 99.92% | 99.92% |
05/07/2024 | 1.82% | 1.29 CHF | 1.30 CHF | 150,000 | 150,000 | 67,198 | 67,198 | 85,387 CHF | 86,610 CHF | 99.69% | 99.69% |
04/07/2024 | 2.22% | 1.29 CHF | 1.31 CHF | 60,000 | 60,000 | 48,306 | 48,306 | 62,187 CHF | 63,490 CHF | 99.95% | 99.95% |
03/07/2024 | 2.36% | 1.28 CHF | 1.29 CHF | 150,000 | 150,000 | 67,368 | 67,368 | 86,733 CHF | 88,303 CHF | 100.00% | 100.00% |
02/07/2024 | 2.35% | 1.33 CHF | 1.34 CHF | 150,000 | 150,000 | 66,985 | 66,985 | 88,677 CHF | 90,243 CHF | 99.99% | 99.99% |