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 | 2.01% | 0.78 CHF | 0.79 CHF | 190,000 | 190,000 | 93,569 | 93,569 | 71,119 CHF | 72,409 CHF | 99.07% | 99.07% |
12/07/2024 | 2.31% | 0.76 CHF | 0.77 CHF | 190,000 | 190,000 | 96,426 | 96,426 | 66,407 CHF | 67,745 CHF | 100.00% | 100.00% |
11/07/2024 | 2.04% | 0.70 CHF | 0.71 CHF | 200,000 | 200,000 | 94,046 | 94,046 | 70,230 CHF | 71,531 CHF | 100.00% | 100.00% |
10/07/2024 | 2.03% | 0.76 CHF | 0.77 CHF | 190,000 | 190,000 | 93,155 | 93,155 | 70,319 CHF | 71,609 CHF | 100.00% | 100.00% |
09/07/2024 | 1.94% | 0.70 CHF | 0.71 CHF | 200,000 | 200,000 | 95,322 | 95,322 | 72,638 CHF | 73,946 CHF | 98.82% | 98.82% |
08/07/2024 | 2.55% | 0.66 CHF | 0.67 CHF | 200,000 | 200,000 | 97,423 | 97,423 | 61,285 CHF | 62,640 CHF | 100.00% | 100.00% |
05/07/2024 | 3.27% | 0.53 CHF | 0.54 CHF | 210,000 | 210,000 | 103,020 | 103,020 | 48,560 CHF | 49,983 CHF | 98.97% | 98.97% |
04/07/2024 | 3.26% | 0.46 CHF | 0.47 CHF | 74,000 | 74,000 | 74,000 | 74,000 | 34,162 CHF | 35,297 CHF | 99.45% | 99.45% |
03/07/2024 | 3.40% | 0.45 CHF | 0.46 CHF | 210,000 | 210,000 | 103,139 | 103,139 | 46,038 CHF | 47,466 CHF | 99.64% | 99.64% |
02/07/2024 | 3.65% | 0.42 CHF | 0.43 CHF | 220,000 | 220,000 | 106,687 | 106,687 | 44,833 CHF | 46,311 CHF | 100.00% | 100.00% |