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 | 3.33% | 0.65 CHF | 0.66 CHF | 155,000 | 155,000 | 69,462 | 69,462 | 46,802 CHF | 48,061 CHF | 100.00% | 100.00% |
12/07/2024 | 3.27% | 0.66 CHF | 0.67 CHF | 155,000 | 155,000 | 68,429 | 68,429 | 47,422 CHF | 48,657 CHF | 99.98% | 99.98% |
11/07/2024 | 3.21% | 0.75 CHF | 0.76 CHF | 150,000 | 150,000 | 67,391 | 67,391 | 48,470 CHF | 49,694 CHF | 99.82% | 99.82% |
10/07/2024 | 3.23% | 0.72 CHF | 0.73 CHF | 150,000 | 150,000 | 67,411 | 67,411 | 48,186 CHF | 49,409 CHF | 100.00% | 100.00% |
09/07/2024 | 4.01% | 0.74 CHF | 0.75 CHF | 150,000 | 150,000 | 67,441 | 67,441 | 50,468 CHF | 52,026 CHF | 99.77% | 99.77% |
08/07/2024 | 3.42% | 0.84 CHF | 0.85 CHF | 145,000 | 145,000 | 66,586 | 66,586 | 52,429 CHF | 53,803 CHF | 99.92% | 99.92% |
05/07/2024 | 3.15% | 0.74 CHF | 0.75 CHF | 150,000 | 150,000 | 67,200 | 67,200 | 48,761 CHF | 49,984 CHF | 99.70% | 99.70% |
04/07/2024 | 3.82% | 0.74 CHF | 0.76 CHF | 60,000 | 60,000 | 48,305 | 48,305 | 35,775 CHF | 37,079 CHF | 99.95% | 99.95% |
03/07/2024 | 4.04% | 0.73 CHF | 0.74 CHF | 150,000 | 150,000 | 67,367 | 67,367 | 49,853 CHF | 51,423 CHF | 100.00% | 100.00% |
02/07/2024 | 4.00% | 0.79 CHF | 0.80 CHF | 150,000 | 150,000 | 66,983 | 66,983 | 51,946 CHF | 53,512 CHF | 99.99% | 99.99% |