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 | 1.71% | 0.91 CHF | 0.92 CHF | 190,000 | 190,000 | 93,570 | 93,570 | 83,737 CHF | 85,027 CHF | 99.06% | 99.06% |
12/07/2024 | 1.92% | 0.89 CHF | 0.90 CHF | 190,000 | 190,000 | 96,427 | 96,427 | 79,535 CHF | 80,873 CHF | 100.00% | 100.00% |
11/07/2024 | 1.73% | 0.84 CHF | 0.85 CHF | 200,000 | 200,000 | 94,048 | 94,048 | 83,069 CHF | 84,370 CHF | 100.00% | 100.00% |
10/07/2024 | 1.72% | 0.90 CHF | 0.91 CHF | 190,000 | 190,000 | 93,154 | 93,154 | 83,002 CHF | 84,291 CHF | 100.00% | 100.00% |
09/07/2024 | 1.65% | 0.84 CHF | 0.85 CHF | 200,000 | 200,000 | 95,330 | 95,330 | 85,634 CHF | 86,942 CHF | 98.82% | 98.82% |
08/07/2024 | 2.10% | 0.79 CHF | 0.80 CHF | 200,000 | 200,000 | 97,423 | 97,423 | 74,411 CHF | 75,766 CHF | 100.00% | 100.00% |
05/07/2024 | 2.55% | 0.67 CHF | 0.68 CHF | 210,000 | 210,000 | 103,022 | 103,022 | 62,361 CHF | 63,784 CHF | 98.97% | 98.97% |
04/07/2024 | 2.53% | 0.60 CHF | 0.61 CHF | 74,000 | 74,000 | 74,000 | 74,000 | 44,124 CHF | 45,259 CHF | 99.44% | 99.44% |
03/07/2024 | 2.63% | 0.58 CHF | 0.59 CHF | 210,000 | 210,000 | 103,139 | 103,139 | 59,966 CHF | 61,394 CHF | 99.64% | 99.64% |
02/07/2024 | 2.77% | 0.55 CHF | 0.56 CHF | 220,000 | 220,000 | 106,687 | 106,687 | 59,139 CHF | 60,617 CHF | 100.00% | 100.00% |