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 | 1.56% | 0.65 CHF | 0.66 CHF | 550,000 | 550,000 | 246,286 | 246,286 | 160,475 CHF | 162,944 CHF | 100.00% | 100.00% |
12/07/2024 | 1.63% | 0.63 CHF | 0.64 CHF | 550,000 | 550,000 | 228,732 | 228,732 | 141,928 CHF | 144,220 CHF | 99.90% | 99.90% |
11/07/2024 | 1.52% | 0.65 CHF | 0.66 CHF | 550,000 | 550,000 | 246,312 | 246,312 | 162,961 CHF | 165,430 CHF | 100.00% | 100.00% |
10/07/2024 | 1.44% | 0.69 CHF | 0.70 CHF | 550,000 | 550,000 | 246,405 | 246,405 | 172,194 CHF | 174,663 CHF | 100.00% | 100.00% |
09/07/2024 | 1.39% | 0.70 CHF | 0.71 CHF | 550,000 | 550,000 | 246,305 | 246,305 | 178,444 CHF | 180,911 CHF | 100.00% | 100.00% |
08/07/2024 | 1.38% | 0.74 CHF | 0.75 CHF | 550,000 | 550,000 | 246,315 | 246,315 | 181,223 CHF | 183,691 CHF | 100.00% | 100.00% |
05/07/2024 | 1.42% | 0.73 CHF | 0.74 CHF | 550,000 | 550,000 | 245,163 | 245,163 | 177,053 CHF | 179,512 CHF | 99.63% | 99.63% |
04/07/2024 | 1.40% | 0.71 CHF | 0.72 CHF | 220,000 | 220,000 | 176,422 | 176,422 | 125,278 CHF | 127,042 CHF | 100.00% | 100.00% |
03/07/2024 | 1.40% | 0.71 CHF | 0.72 CHF | 550,000 | 550,000 | 246,297 | 246,297 | 177,746 CHF | 180,213 CHF | 100.00% | 100.00% |
02/07/2024 | 1.33% | 0.75 CHF | 0.76 CHF | 550,000 | 550,000 | 246,717 | 246,717 | 188,201 CHF | 190,673 CHF | 99.99% | 99.99% |