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 | 2.00% | 0.78 CHF | 0.79 CHF | 190,000 | 190,000 | 93,573 | 93,573 | 71,302 CHF | 72,592 CHF | 99.06% | 99.06% |
12/07/2024 | 2.31% | 0.76 CHF | 0.77 CHF | 190,000 | 190,000 | 96,421 | 96,421 | 66,562 CHF | 67,901 CHF | 100.00% | 100.00% |
11/07/2024 | 2.03% | 0.70 CHF | 0.71 CHF | 200,000 | 200,000 | 94,035 | 94,035 | 70,408 CHF | 71,709 CHF | 99.99% | 99.99% |
10/07/2024 | 2.03% | 0.76 CHF | 0.77 CHF | 190,000 | 190,000 | 93,152 | 93,152 | 70,506 CHF | 71,796 CHF | 100.00% | 100.00% |
09/07/2024 | 1.93% | 0.71 CHF | 0.72 CHF | 200,000 | 200,000 | 95,330 | 95,330 | 72,864 CHF | 74,172 CHF | 98.82% | 98.82% |
08/07/2024 | 2.55% | 0.66 CHF | 0.67 CHF | 200,000 | 200,000 | 97,423 | 97,423 | 61,418 CHF | 62,773 CHF | 100.00% | 100.00% |
05/07/2024 | 3.27% | 0.53 CHF | 0.54 CHF | 210,000 | 210,000 | 103,006 | 103,006 | 48,557 CHF | 49,980 CHF | 98.95% | 98.95% |
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 | 99.44% | 99.44% |
03/07/2024 | 3.40% | 0.45 CHF | 0.46 CHF | 210,000 | 210,000 | 103,140 | 103,140 | 46,017 CHF | 47,445 CHF | 99.64% | 99.64% |
02/07/2024 | 3.65% | 0.42 CHF | 0.43 CHF | 220,000 | 220,000 | 106,687 | 106,687 | 44,805 CHF | 46,283 CHF | 100.00% | 100.00% |