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 | 2.65% | 0.83 CHF | 0.84 CHF | 155,000 | 155,000 | 69,462 | 69,462 | 59,273 CHF | 60,533 CHF | 100.00% | 100.00% |
12/07/2024 | 2.61% | 0.84 CHF | 0.85 CHF | 155,000 | 155,000 | 68,429 | 68,429 | 59,660 CHF | 60,896 CHF | 99.98% | 99.98% |
11/07/2024 | 2.58% | 0.93 CHF | 0.94 CHF | 150,000 | 150,000 | 67,391 | 67,391 | 60,547 CHF | 61,770 CHF | 99.82% | 99.82% |
10/07/2024 | 2.58% | 0.90 CHF | 0.91 CHF | 150,000 | 150,000 | 67,411 | 67,411 | 60,318 CHF | 61,542 CHF | 100.00% | 100.00% |
09/07/2024 | 3.25% | 0.92 CHF | 0.93 CHF | 150,000 | 150,000 | 67,443 | 67,443 | 62,583 CHF | 64,140 CHF | 99.77% | 99.77% |
08/07/2024 | 2.77% | 1.02 CHF | 1.03 CHF | 145,000 | 145,000 | 66,585 | 66,585 | 64,381 CHF | 65,756 CHF | 99.92% | 99.92% |
05/07/2024 | 2.54% | 0.92 CHF | 0.93 CHF | 150,000 | 150,000 | 67,201 | 67,201 | 60,842 CHF | 62,065 CHF | 99.70% | 99.70% |
04/07/2024 | 3.09% | 0.92 CHF | 0.94 CHF | 60,000 | 60,000 | 48,305 | 48,305 | 44,470 CHF | 45,774 CHF | 99.95% | 99.95% |
03/07/2024 | 3.27% | 0.91 CHF | 0.92 CHF | 150,000 | 150,000 | 67,368 | 67,368 | 62,020 CHF | 63,590 CHF | 100.00% | 100.00% |
02/07/2024 | 3.25% | 0.97 CHF | 0.98 CHF | 150,000 | 150,000 | 66,991 | 66,991 | 64,050 CHF | 65,616 CHF | 100.00% | 100.00% |