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 | 1.59% | 0.64 CHF | 0.65 CHF | 220,000 | 220,000 | 98,322 | 98,322 | 62,719 CHF | 63,705 CHF | 99.89% | 99.89% |
12/07/2024 | 1.38% | 0.71 CHF | 0.72 CHF | 220,000 | 220,000 | 91,496 | 91,496 | 66,565 CHF | 67,481 CHF | 99.90% | 99.90% |
11/07/2024 | 1.66% | 0.64 CHF | 0.65 CHF | 220,000 | 220,000 | 98,417 | 98,417 | 61,050 CHF | 62,036 CHF | 99.98% | 99.98% |
10/07/2024 | 1.93% | 0.57 CHF | 0.58 CHF | 220,000 | 220,000 | 98,457 | 98,457 | 52,818 CHF | 53,804 CHF | 100.00% | 100.00% |
09/07/2024 | 2.16% | 0.52 CHF | 0.53 CHF | 220,000 | 220,000 | 98,412 | 98,412 | 46,476 CHF | 47,462 CHF | 100.00% | 100.00% |
08/07/2024 | 2.30% | 0.42 CHF | 0.43 CHF | 220,000 | 220,000 | 98,423 | 98,423 | 42,595 CHF | 43,581 CHF | 100.00% | 100.00% |
05/07/2024 | 2.07% | 0.46 CHF | 0.47 CHF | 220,000 | 220,000 | 97,909 | 97,906 | 46,905 CHF | 47,886 CHF | 99.59% | 99.59% |
04/07/2024 | 1.93% | 0.50 CHF | 0.51 CHF | 88,000 | 88,000 | 70,463 | 70,463 | 36,225 CHF | 36,929 CHF | 100.00% | 100.00% |
03/07/2024 | 2.11% | 0.52 CHF | 0.53 CHF | 220,000 | 220,000 | 98,323 | 98,415 | 48,162 CHF | 49,194 CHF | 100.00% | 100.00% |
02/07/2024 | 2.59% | 0.42 CHF | 0.43 CHF | 220,000 | 220,000 | 98,596 | 98,596 | 38,752 CHF | 39,739 CHF | 100.00% | 100.00% |