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 | 1.16% | 2.04 CHF | 2.05 CHF | 120,000 | 120,000 | 54,048 | 54,048 | 109,507 CHF | 110,483 CHF | 100.00% | 100.00% |
12/07/2024 | 0.87% | 2.03 CHF | 2.04 CHF | 120,000 | 120,000 | 54,682 | 54,682 | 112,532 CHF | 113,362 CHF | 100.00% | 100.00% |
11/07/2024 | 0.85% | 2.10 CHF | 2.11 CHF | 122,000 | 122,000 | 55,189 | 55,189 | 116,050 CHF | 116,887 CHF | 99.81% | 99.81% |
10/07/2024 | 0.86% | 2.12 CHF | 2.13 CHF | 122,000 | 122,000 | 54,894 | 54,894 | 115,315 CHF | 116,147 CHF | 100.00% | 100.00% |
09/07/2024 | 1.15% | 2.06 CHF | 2.07 CHF | 120,000 | 120,000 | 53,768 | 53,768 | 109,225 CHF | 110,198 CHF | 99.73% | 99.73% |
08/07/2024 | 1.19% | 1.99 CHF | 2.00 CHF | 118,000 | 118,000 | 53,243 | 53,243 | 104,227 CHF | 105,195 CHF | 100.00% | 100.00% |
05/07/2024 | 1.20% | 1.97 CHF | 1.98 CHF | 118,000 | 118,000 | 52,340 | 52,340 | 102,498 CHF | 103,445 CHF | 99.81% | 99.81% |
04/07/2024 | 1.29% | 1.95 CHF | 1.97 CHF | 47,000 | 47,000 | 37,436 | 37,436 | 72,836 CHF | 73,739 CHF | 99.98% | 99.98% |
03/07/2024 | 1.20% | 1.95 CHF | 1.96 CHF | 116,000 | 116,000 | 52,039 | 52,039 | 100,631 CHF | 101,574 CHF | 99.98% | 99.98% |
02/07/2024 | 1.21% | 1.94 CHF | 1.95 CHF | 116,000 | 116,000 | 51,741 | 51,741 | 100,022 CHF | 100,960 CHF | 99.98% | 99.98% |