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 | 1.43% | 0.70 CHF | 0.71 CHF | 150,000 | 150,000 | 152,728 | 152,728 | 105,808 CHF | 107,336 CHF | 100.00% | 100.00% |
12/07/2024 | 1.58% | 0.67 CHF | 0.68 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 109,720 CHF | 111,470 CHF | 98.94% | 98.94% |
11/07/2024 | 1.72% | 0.61 CHF | 0.62 CHF | 175,000 | 175,000 | 175,000 | 174,996 | 101,175 CHF | 102,922 CHF | 99.63% | 99.63% |
10/07/2024 | 1.94% | 0.52 CHF | 0.53 CHF | 175,000 | 175,000 | 180,749 | 180,749 | 92,146 CHF | 93,953 CHF | 99.83% | 99.83% |
09/07/2024 | 1.75% | 0.53 CHF | 0.54 CHF | 175,000 | 175,000 | 175,000 | 174,996 | 99,415 CHF | 101,163 CHF | 100.00% | 100.00% |
08/07/2024 | 1.78% | 0.57 CHF | 0.58 CHF | 175,000 | 175,000 | 175,828 | 175,828 | 98,128 CHF | 99,886 CHF | 100.00% | 100.00% |
05/07/2024 | 1.89% | 0.49 CHF | 0.50 CHF | 200,000 | 200,000 | 179,730 | 179,731 | 93,975 CHF | 95,773 CHF | 99.99% | 99.99% |
04/07/2024 | 1.96% | 0.52 CHF | 0.53 CHF | 200,000 | 200,000 | 192,450 | 192,451 | 97,374 CHF | 99,299 CHF | 100.00% | 100.00% |
03/07/2024 | 2.25% | 0.46 CHF | 0.47 CHF | 200,000 | 200,000 | 202,920 | 202,921 | 89,283 CHF | 91,312 CHF | 99.49% | 99.49% |
02/07/2024 | 2.56% | 0.41 CHF | 0.42 CHF | 225,000 | 225,000 | 224,836 | 224,835 | 86,714 CHF | 88,962 CHF | 100.00% | 100.00% |