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 | 2.53% | 0.62 CHF | 0.63 CHF | 190,000 | 190,000 | 93,569 | 93,569 | 56,248 CHF | 57,538 CHF | 99.06% | 99.06% |
12/07/2024 | 3.04% | 0.60 CHF | 0.61 CHF | 190,000 | 190,000 | 96,422 | 96,422 | 51,127 CHF | 52,465 CHF | 100.00% | 100.00% |
11/07/2024 | 2.57% | 0.54 CHF | 0.55 CHF | 200,000 | 200,000 | 94,028 | 94,028 | 55,341 CHF | 56,642 CHF | 99.99% | 99.99% |
10/07/2024 | 2.56% | 0.60 CHF | 0.61 CHF | 190,000 | 190,000 | 93,154 | 93,154 | 55,542 CHF | 56,831 CHF | 100.00% | 100.00% |
09/07/2024 | 2.42% | 0.55 CHF | 0.56 CHF | 200,000 | 200,000 | 95,330 | 95,330 | 57,545 CHF | 58,853 CHF | 98.82% | 98.82% |
08/07/2024 | 3.44% | 0.50 CHF | 0.51 CHF | 200,000 | 200,000 | 97,423 | 97,423 | 45,783 CHF | 47,138 CHF | 100.00% | 100.00% |
05/07/2024 | 4.95% | 0.37 CHF | 0.38 CHF | 210,000 | 210,000 | 103,021 | 103,021 | 32,004 CHF | 33,427 CHF | 98.97% | 98.97% |
04/07/2024 | 4.96% | 0.30 CHF | 0.31 CHF | 74,000 | 74,000 | 74,000 | 74,000 | 22,251 CHF | 23,386 CHF | 99.44% | 99.44% |
03/07/2024 | 5.25% | 0.29 CHF | 0.30 CHF | 210,000 | 210,000 | 103,139 | 103,139 | 29,449 CHF | 30,877 CHF | 99.64% | 99.64% |
02/07/2024 | 5.93% | 0.26 CHF | 0.27 CHF | 220,000 | 220,000 | 106,676 | 106,676 | 27,451 CHF | 28,928 CHF | 99.99% | 99.99% |