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 | 3.11% | 0.70 CHF | 0.71 CHF | 155,000 | 155,000 | 69,462 | 69,462 | 50,402 CHF | 51,661 CHF | 100.00% | 100.00% |
12/07/2024 | 3.05% | 0.71 CHF | 0.72 CHF | 155,000 | 155,000 | 68,429 | 68,429 | 50,981 CHF | 52,216 CHF | 99.98% | 99.98% |
11/07/2024 | 2.99% | 0.80 CHF | 0.81 CHF | 150,000 | 150,000 | 67,381 | 67,381 | 52,129 CHF | 53,352 CHF | 99.85% | 99.85% |
10/07/2024 | 3.01% | 0.77 CHF | 0.78 CHF | 150,000 | 150,000 | 67,383 | 67,383 | 51,709 CHF | 52,933 CHF | 99.99% | 99.99% |
09/07/2024 | 3.75% | 0.80 CHF | 0.81 CHF | 150,000 | 150,000 | 67,453 | 67,453 | 54,064 CHF | 55,622 CHF | 99.73% | 99.73% |
08/07/2024 | 3.20% | 0.89 CHF | 0.90 CHF | 145,000 | 145,000 | 66,584 | 66,584 | 55,966 CHF | 57,340 CHF | 99.92% | 99.92% |
05/07/2024 | 2.95% | 0.79 CHF | 0.80 CHF | 150,000 | 150,000 | 67,202 | 67,202 | 52,254 CHF | 53,478 CHF | 99.70% | 99.70% |
04/07/2024 | 3.58% | 0.79 CHF | 0.81 CHF | 60,000 | 60,000 | 48,305 | 48,305 | 38,327 CHF | 39,630 CHF | 99.95% | 99.95% |
03/07/2024 | 3.78% | 0.79 CHF | 0.80 CHF | 150,000 | 150,000 | 67,368 | 67,368 | 53,481 CHF | 55,052 CHF | 100.00% | 100.00% |
02/07/2024 | 3.75% | 0.84 CHF | 0.85 CHF | 150,000 | 150,000 | 66,989 | 66,989 | 55,522 CHF | 57,088 CHF | 100.00% | 100.00% |