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 | 1.96% | 0.78 CHF | 0.79 CHF | 230,000 | 230,000 | 73,854 | 73,854 | 57,322 CHF | 58,183 CHF | 98.90% | 98.90% |
12/07/2024 | 2.00% | 0.78 CHF | 0.79 CHF | 230,000 | 230,000 | 73,267 | 73,267 | 56,847 CHF | 57,703 CHF | 100.00% | 100.00% |
11/07/2024 | 1.84% | 0.83 CHF | 0.84 CHF | 225,000 | 225,000 | 70,477 | 70,477 | 59,669 CHF | 60,494 CHF | 99.99% | 99.99% |
10/07/2024 | 1.75% | 0.85 CHF | 0.86 CHF | 220,000 | 220,000 | 70,223 | 70,223 | 61,357 CHF | 62,177 CHF | 99.90% | 99.90% |
09/07/2024 | 1.74% | 0.92 CHF | 0.93 CHF | 215,000 | 215,000 | 69,256 | 69,256 | 62,724 CHF | 63,535 CHF | 99.98% | 99.98% |
08/07/2024 | 1.76% | 0.87 CHF | 0.88 CHF | 220,000 | 220,000 | 70,317 | 70,317 | 61,768 CHF | 62,589 CHF | 99.98% | 99.98% |
05/07/2024 | 1.73% | 0.89 CHF | 0.90 CHF | 220,000 | 220,000 | 69,945 | 69,945 | 61,695 CHF | 62,513 CHF | 99.71% | 99.71% |
04/07/2024 | 1.71% | 0.87 CHF | 0.88 CHF | 44,000 | 44,000 | 32,355 | 32,355 | 28,499 CHF | 28,939 CHF | 94.02% | 94.02% |
03/07/2024 | 1.67% | 0.90 CHF | 0.91 CHF | 220,000 | 220,000 | 69,149 | 69,149 | 63,162 CHF | 63,972 CHF | 99.52% | 99.52% |
02/07/2024 | 1.78% | 0.90 CHF | 0.91 CHF | 215,000 | 215,000 | 69,112 | 69,112 | 61,162 CHF | 61,967 CHF | 100.00% | 100.00% |