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 | 2.52% | 0.62 CHF | 0.63 CHF | 190,000 | 190,000 | 93,570 | 93,570 | 56,486 CHF | 57,776 CHF | 99.06% | 99.06% |
12/07/2024 | 3.02% | 0.60 CHF | 0.61 CHF | 190,000 | 190,000 | 96,423 | 96,423 | 51,389 CHF | 52,727 CHF | 100.00% | 100.00% |
11/07/2024 | 2.56% | 0.55 CHF | 0.56 CHF | 200,000 | 200,000 | 94,026 | 94,026 | 55,530 CHF | 56,831 CHF | 99.99% | 99.99% |
10/07/2024 | 2.55% | 0.61 CHF | 0.62 CHF | 190,000 | 190,000 | 93,153 | 93,153 | 55,702 CHF | 56,991 CHF | 100.00% | 100.00% |
09/07/2024 | 2.41% | 0.55 CHF | 0.56 CHF | 200,000 | 200,000 | 95,329 | 95,329 | 57,751 CHF | 59,059 CHF | 98.82% | 98.82% |
08/07/2024 | 3.42% | 0.50 CHF | 0.51 CHF | 200,000 | 200,000 | 97,424 | 97,424 | 46,084 CHF | 47,439 CHF | 100.00% | 100.00% |
05/07/2024 | 4.88% | 0.38 CHF | 0.39 CHF | 210,000 | 210,000 | 103,016 | 103,016 | 32,463 CHF | 33,886 CHF | 98.96% | 98.96% |
04/07/2024 | 4.88% | 0.30 CHF | 0.31 CHF | 74,000 | 74,000 | 74,000 | 74,000 | 22,557 CHF | 23,692 CHF | 99.44% | 99.44% |
03/07/2024 | 5.16% | 0.29 CHF | 0.30 CHF | 210,000 | 210,000 | 103,135 | 103,135 | 29,995 CHF | 31,423 CHF | 99.64% | 99.64% |
02/07/2024 | 5.79% | 0.26 CHF | 0.27 CHF | 220,000 | 220,000 | 106,684 | 106,684 | 28,039 CHF | 29,517 CHF | 100.00% | 100.00% |