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 | 1.17% | 0.88 CHF | 0.89 CHF | 220,000 | 220,000 | 98,408 | 98,408 | 85,800 CHF | 86,786 CHF | 100.00% | 100.00% |
12/07/2024 | 1.05% | 0.94 CHF | 0.95 CHF | 220,000 | 220,000 | 91,478 | 91,478 | 87,621 CHF | 88,538 CHF | 99.90% | 99.90% |
11/07/2024 | 1.21% | 0.87 CHF | 0.88 CHF | 220,000 | 220,000 | 98,424 | 98,424 | 83,605 CHF | 84,592 CHF | 100.00% | 100.00% |
10/07/2024 | 1.34% | 0.80 CHF | 0.81 CHF | 220,000 | 220,000 | 98,457 | 98,457 | 75,423 CHF | 76,410 CHF | 100.00% | 100.00% |
09/07/2024 | 1.46% | 0.75 CHF | 0.76 CHF | 220,000 | 220,000 | 98,412 | 98,412 | 68,938 CHF | 69,924 CHF | 100.00% | 100.00% |
08/07/2024 | 1.52% | 0.65 CHF | 0.66 CHF | 220,000 | 220,000 | 98,424 | 98,424 | 65,078 CHF | 66,064 CHF | 100.00% | 100.00% |
05/07/2024 | 1.42% | 0.69 CHF | 0.70 CHF | 220,000 | 220,000 | 97,957 | 97,957 | 69,301 CHF | 70,283 CHF | 99.63% | 99.63% |
04/07/2024 | 1.34% | 0.73 CHF | 0.74 CHF | 88,000 | 88,000 | 70,463 | 70,463 | 52,428 CHF | 53,132 CHF | 100.00% | 100.00% |
03/07/2024 | 1.43% | 0.75 CHF | 0.76 CHF | 220,000 | 220,000 | 98,414 | 98,414 | 70,792 CHF | 71,778 CHF | 100.00% | 100.00% |
02/07/2024 | 1.64% | 0.65 CHF | 0.66 CHF | 220,000 | 220,000 | 98,585 | 98,585 | 61,351 CHF | 62,338 CHF | 99.99% | 99.99% |