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 | 1.76% | 0.89 CHF | 0.90 CHF | 190,000 | 190,000 | 93,550 | 93,550 | 81,207 CHF | 82,497 CHF | 99.06% | 99.06% |
12/07/2024 | 1.99% | 0.86 CHF | 0.87 CHF | 190,000 | 190,000 | 96,422 | 96,422 | 76,873 CHF | 78,211 CHF | 100.00% | 100.00% |
11/07/2024 | 1.79% | 0.81 CHF | 0.82 CHF | 200,000 | 200,000 | 94,046 | 94,046 | 80,399 CHF | 81,700 CHF | 100.00% | 100.00% |
10/07/2024 | 1.78% | 0.87 CHF | 0.88 CHF | 190,000 | 190,000 | 93,154 | 93,154 | 80,437 CHF | 81,726 CHF | 100.00% | 100.00% |
09/07/2024 | 1.70% | 0.81 CHF | 0.82 CHF | 200,000 | 200,000 | 95,330 | 95,330 | 82,973 CHF | 84,281 CHF | 98.82% | 98.82% |
08/07/2024 | 2.17% | 0.77 CHF | 0.78 CHF | 200,000 | 200,000 | 97,423 | 97,423 | 71,888 CHF | 73,243 CHF | 100.00% | 100.00% |
05/07/2024 | 2.66% | 0.64 CHF | 0.65 CHF | 210,000 | 210,000 | 103,020 | 103,020 | 59,780 CHF | 61,203 CHF | 98.97% | 98.97% |
04/07/2024 | 2.64% | 0.57 CHF | 0.58 CHF | 74,000 | 74,000 | 74,000 | 74,000 | 42,263 CHF | 43,398 CHF | 99.44% | 99.44% |
03/07/2024 | 2.74% | 0.56 CHF | 0.57 CHF | 210,000 | 210,000 | 103,139 | 103,139 | 57,306 CHF | 58,734 CHF | 99.64% | 99.64% |
02/07/2024 | 2.90% | 0.53 CHF | 0.54 CHF | 220,000 | 220,000 | 106,687 | 106,687 | 56,528 CHF | 58,005 CHF | 100.00% | 100.00% |