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 | 1.64% | 0.62 CHF | 0.63 CHF | 220,000 | 220,000 | 98,407 | 98,407 | 60,645 CHF | 61,631 CHF | 100.00% | 100.00% |
12/07/2024 | 1.43% | 0.69 CHF | 0.70 CHF | 220,000 | 220,000 | 91,478 | 91,478 | 64,338 CHF | 65,254 CHF | 99.90% | 99.90% |
11/07/2024 | 1.73% | 0.62 CHF | 0.63 CHF | 220,000 | 220,000 | 98,418 | 98,418 | 58,620 CHF | 59,606 CHF | 99.99% | 99.99% |
10/07/2024 | 2.02% | 0.54 CHF | 0.55 CHF | 220,000 | 220,000 | 98,466 | 98,466 | 50,331 CHF | 51,318 CHF | 100.00% | 100.00% |
09/07/2024 | 2.28% | 0.50 CHF | 0.51 CHF | 220,000 | 220,000 | 98,413 | 98,413 | 43,913 CHF | 44,899 CHF | 100.00% | 100.00% |
08/07/2024 | 2.44% | 0.39 CHF | 0.40 CHF | 220,000 | 220,000 | 98,422 | 98,422 | 40,080 CHF | 41,066 CHF | 100.00% | 100.00% |
05/07/2024 | 2.19% | 0.44 CHF | 0.45 CHF | 220,000 | 220,000 | 98,291 | 98,291 | 44,437 CHF | 45,422 CHF | 99.90% | 99.90% |
04/07/2024 | 2.03% | 0.48 CHF | 0.49 CHF | 88,000 | 88,000 | 70,463 | 70,463 | 34,375 CHF | 35,080 CHF | 100.00% | 100.00% |
03/07/2024 | 2.24% | 0.49 CHF | 0.50 CHF | 220,000 | 220,000 | 98,415 | 98,415 | 45,552 CHF | 46,538 CHF | 100.00% | 100.00% |
02/07/2024 | 2.78% | 0.40 CHF | 0.41 CHF | 220,000 | 220,000 | 98,595 | 98,595 | 36,051 CHF | 37,039 CHF | 100.00% | 100.00% |