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 | 1.34% | 0.76 CHF | 0.77 CHF | 220,000 | 220,000 | 98,400 | 98,400 | 74,492 CHF | 75,478 CHF | 99.99% | 99.99% |
12/07/2024 | 1.20% | 0.83 CHF | 0.84 CHF | 220,000 | 220,000 | 91,493 | 91,493 | 77,145 CHF | 78,062 CHF | 99.90% | 99.90% |
11/07/2024 | 1.40% | 0.76 CHF | 0.77 CHF | 220,000 | 220,000 | 98,425 | 98,425 | 72,446 CHF | 73,432 CHF | 100.00% | 100.00% |
10/07/2024 | 1.58% | 0.68 CHF | 0.69 CHF | 220,000 | 220,000 | 98,457 | 98,457 | 64,342 CHF | 65,328 CHF | 100.00% | 100.00% |
09/07/2024 | 1.73% | 0.64 CHF | 0.65 CHF | 220,000 | 220,000 | 98,412 | 98,412 | 57,942 CHF | 58,928 CHF | 100.00% | 100.00% |
08/07/2024 | 1.82% | 0.54 CHF | 0.55 CHF | 220,000 | 220,000 | 98,422 | 98,422 | 54,191 CHF | 55,177 CHF | 100.00% | 100.00% |
05/07/2024 | 1.68% | 0.58 CHF | 0.59 CHF | 220,000 | 220,000 | 97,909 | 97,909 | 58,235 CHF | 59,217 CHF | 99.59% | 99.59% |
04/07/2024 | 1.57% | 0.62 CHF | 0.63 CHF | 88,000 | 88,000 | 70,463 | 70,463 | 44,394 CHF | 45,098 CHF | 100.00% | 100.00% |
03/07/2024 | 1.70% | 0.64 CHF | 0.65 CHF | 220,000 | 220,000 | 98,414 | 98,414 | 59,771 CHF | 60,757 CHF | 100.00% | 100.00% |
02/07/2024 | 1.99% | 0.54 CHF | 0.55 CHF | 220,000 | 220,000 | 98,444 | 98,444 | 50,214 CHF | 51,201 CHF | 99.88% | 99.88% |