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 | 3.89% | 0.55 CHF | 0.56 CHF | 155,000 | 155,000 | 69,455 | 69,455 | 39,896 CHF | 41,156 CHF | 99.99% | 99.99% |
12/07/2024 | 3.79% | 0.56 CHF | 0.57 CHF | 155,000 | 155,000 | 68,428 | 68,428 | 40,666 CHF | 41,902 CHF | 99.98% | 99.98% |
11/07/2024 | 3.72% | 0.65 CHF | 0.66 CHF | 150,000 | 150,000 | 67,384 | 67,384 | 41,861 CHF | 43,085 CHF | 99.81% | 99.81% |
10/07/2024 | 3.74% | 0.62 CHF | 0.63 CHF | 150,000 | 150,000 | 67,412 | 67,412 | 41,507 CHF | 42,731 CHF | 100.00% | 100.00% |
09/07/2024 | 4.61% | 0.64 CHF | 0.65 CHF | 150,000 | 150,000 | 67,442 | 67,442 | 43,784 CHF | 45,342 CHF | 99.77% | 99.77% |
08/07/2024 | 3.93% | 0.74 CHF | 0.75 CHF | 145,000 | 145,000 | 66,586 | 66,586 | 45,852 CHF | 47,227 CHF | 99.92% | 99.92% |
05/07/2024 | 3.64% | 0.64 CHF | 0.65 CHF | 150,000 | 150,000 | 67,200 | 67,200 | 42,076 CHF | 43,299 CHF | 99.70% | 99.70% |
04/07/2024 | 4.40% | 0.64 CHF | 0.66 CHF | 60,000 | 60,000 | 48,305 | 48,305 | 30,974 CHF | 32,278 CHF | 99.95% | 99.95% |
03/07/2024 | 4.64% | 0.63 CHF | 0.64 CHF | 150,000 | 150,000 | 67,367 | 67,367 | 43,184 CHF | 44,754 CHF | 100.00% | 100.00% |
02/07/2024 | 4.59% | 0.69 CHF | 0.70 CHF | 150,000 | 150,000 | 66,989 | 66,989 | 45,287 CHF | 46,852 CHF | 100.00% | 100.00% |