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 | 2.10% | 0.47 CHF | 0.48 CHF | 290,000 | 290,000 | 290,000 | 290,000 | 136,858 CHF | 139,758 CHF | 100.00% | 100.00% |
12/07/2024 | 1.93% | 0.50 CHF | 0.51 CHF | 290,000 | 290,000 | 294,017 | 294,017 | 150,634 CHF | 153,575 CHF | 100.00% | 100.00% |
11/07/2024 | 1.84% | 0.54 CHF | 0.55 CHF | 300,000 | 300,000 | 299,825 | 299,825 | 161,433 CHF | 164,433 CHF | 100.00% | 100.00% |
10/07/2024 | 1.69% | 0.56 CHF | 0.57 CHF | 300,000 | 300,000 | 300,012 | 300,012 | 176,001 CHF | 179,002 CHF | 100.00% | 100.00% |
09/07/2024 | 1.65% | 0.61 CHF | 0.62 CHF | 310,000 | 310,000 | 305,575 | 305,575 | 183,673 CHF | 186,732 CHF | 99.74% | 99.74% |
08/07/2024 | 1.60% | 0.62 CHF | 0.63 CHF | 310,000 | 310,000 | 310,000 | 310,000 | 192,101 CHF | 195,201 CHF | 99.32% | 99.32% |
05/07/2024 | 1.65% | 0.62 CHF | 0.63 CHF | 310,000 | 310,000 | 305,924 | 305,924 | 184,343 CHF | 187,402 CHF | 100.00% | 100.00% |
04/07/2024 | 1.56% | 0.62 CHF | 0.63 CHF | 310,000 | 310,000 | 310,000 | 310,000 | 196,600 CHF | 199,700 CHF | 99.59% | 99.59% |
03/07/2024 | 1.70% | 0.59 CHF | 0.60 CHF | 300,000 | 300,000 | 300,108 | 300,108 | 175,512 CHF | 178,513 CHF | 100.00% | 100.00% |
02/07/2024 | 1.72% | 0.57 CHF | 0.58 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 173,049 CHF | 176,049 CHF | 100.00% | 100.00% |