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 | 2.36% | 0.65 CHF | 0.66 CHF | 230,000 | 230,000 | 73,897 | 73,897 | 47,420 CHF | 48,281 CHF | 98.81% | 98.81% |
12/07/2024 | 2.42% | 0.64 CHF | 0.65 CHF | 230,000 | 230,000 | 73,267 | 73,267 | 46,925 CHF | 47,781 CHF | 100.00% | 100.00% |
11/07/2024 | 2.18% | 0.69 CHF | 0.70 CHF | 225,000 | 225,000 | 70,445 | 70,445 | 50,171 CHF | 50,995 CHF | 99.97% | 99.97% |
10/07/2024 | 2.05% | 0.71 CHF | 0.72 CHF | 220,000 | 220,000 | 70,223 | 70,223 | 51,954 CHF | 52,774 CHF | 99.90% | 99.90% |
09/07/2024 | 2.05% | 0.79 CHF | 0.80 CHF | 215,000 | 215,000 | 69,255 | 69,255 | 53,425 CHF | 54,235 CHF | 99.98% | 99.98% |
08/07/2024 | 2.07% | 0.73 CHF | 0.74 CHF | 220,000 | 220,000 | 70,317 | 70,317 | 52,339 CHF | 53,160 CHF | 99.98% | 99.98% |
05/07/2024 | 2.03% | 0.75 CHF | 0.76 CHF | 220,000 | 220,000 | 69,950 | 69,950 | 52,372 CHF | 53,189 CHF | 99.71% | 99.71% |
04/07/2024 | 2.01% | 0.73 CHF | 0.74 CHF | 44,000 | 44,000 | 32,355 | 32,355 | 24,178 CHF | 24,618 CHF | 94.02% | 94.02% |
03/07/2024 | 1.95% | 0.76 CHF | 0.77 CHF | 220,000 | 220,000 | 69,149 | 69,149 | 53,841 CHF | 54,651 CHF | 99.52% | 99.52% |
02/07/2024 | 2.11% | 0.77 CHF | 0.78 CHF | 215,000 | 215,000 | 69,100 | 69,100 | 51,833 CHF | 52,639 CHF | 99.99% | 99.99% |