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 | 1.70% | 0.54 CHF | 0.55 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 81,766 CHF | 83,166 CHF | 99.99% | 99.99% |
12/07/2024 | 1.73% | 0.67 CHF | 0.68 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 80,609 CHF | 82,009 CHF | 100.00% | 100.00% |
11/07/2024 | 1.87% | 0.53 CHF | 0.54 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 74,232 CHF | 75,632 CHF | 99.90% | 99.90% |
10/07/2024 | 2.23% | 0.49 CHF | 0.50 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 62,349 CHF | 63,749 CHF | 99.99% | 99.99% |
09/07/2024 | 2.20% | 0.40 CHF | 0.41 CHF | 140,000 | 140,000 | 139,534 | 139,534 | 63,295 CHF | 64,695 CHF | 100.00% | 100.00% |
08/07/2024 | 1.76% | 0.52 CHF | 0.53 CHF | 140,000 | 140,000 | 139,757 | 139,757 | 79,136 CHF | 80,536 CHF | 98.74% | 98.74% |
05/07/2024 | 1.67% | 0.53 CHF | 0.54 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 83,498 CHF | 84,898 CHF | 100.00% | 100.00% |
04/07/2024 | 1.74% | 0.59 CHF | 0.60 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 79,909 CHF | 81,309 CHF | 99.85% | 99.85% |
03/07/2024 | 1.88% | 0.53 CHF | 0.54 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 73,740 CHF | 75,140 CHF | 100.00% | 100.00% |
02/07/2024 | 2.35% | 0.44 CHF | 0.45 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 58,868 CHF | 60,268 CHF | 100.00% | 100.00% |