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 | 1.25% | 0.82 CHF | 0.83 CHF | 220,000 | 220,000 | 98,409 | 98,409 | 80,091 CHF | 81,077 CHF | 100.00% | 100.00% |
12/07/2024 | 1.12% | 0.88 CHF | 0.89 CHF | 220,000 | 220,000 | 91,483 | 91,483 | 82,325 CHF | 83,241 CHF | 99.90% | 99.90% |
11/07/2024 | 1.30% | 0.81 CHF | 0.82 CHF | 220,000 | 220,000 | 98,417 | 98,417 | 78,055 CHF | 79,042 CHF | 99.98% | 99.98% |
10/07/2024 | 1.46% | 0.74 CHF | 0.75 CHF | 220,000 | 220,000 | 98,456 | 98,456 | 69,688 CHF | 70,674 CHF | 100.00% | 100.00% |
09/07/2024 | 1.58% | 0.70 CHF | 0.71 CHF | 220,000 | 220,000 | 98,414 | 98,414 | 63,331 CHF | 64,317 CHF | 100.00% | 100.00% |
08/07/2024 | 1.67% | 0.59 CHF | 0.60 CHF | 220,000 | 220,000 | 98,424 | 98,424 | 59,266 CHF | 60,252 CHF | 100.00% | 100.00% |
05/07/2024 | 1.54% | 0.63 CHF | 0.64 CHF | 220,000 | 220,000 | 98,290 | 98,290 | 63,826 CHF | 64,812 CHF | 99.90% | 99.90% |
04/07/2024 | 1.45% | 0.68 CHF | 0.69 CHF | 88,000 | 88,000 | 70,463 | 70,463 | 48,366 CHF | 49,071 CHF | 100.00% | 100.00% |
03/07/2024 | 1.56% | 0.69 CHF | 0.70 CHF | 220,000 | 220,000 | 98,415 | 98,415 | 65,039 CHF | 66,025 CHF | 100.00% | 100.00% |
02/07/2024 | 1.81% | 0.59 CHF | 0.60 CHF | 220,000 | 220,000 | 98,596 | 98,596 | 55,595 CHF | 56,583 CHF | 100.00% | 100.00% |