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 | 2.78% | 0.55 CHF | 0.56 CHF | 230,000 | 230,000 | 73,852 | 73,852 | 40,251 CHF | 41,112 CHF | 98.90% | 98.90% |
12/07/2024 | 2.84% | 0.55 CHF | 0.56 CHF | 230,000 | 230,000 | 73,266 | 73,266 | 39,898 CHF | 40,753 CHF | 100.00% | 100.00% |
11/07/2024 | 2.51% | 0.60 CHF | 0.61 CHF | 225,000 | 225,000 | 70,476 | 70,476 | 43,348 CHF | 44,173 CHF | 99.99% | 99.99% |
10/07/2024 | 2.36% | 0.61 CHF | 0.62 CHF | 220,000 | 220,000 | 70,222 | 70,222 | 45,064 CHF | 45,884 CHF | 99.90% | 99.90% |
09/07/2024 | 2.35% | 0.69 CHF | 0.70 CHF | 215,000 | 215,000 | 69,295 | 69,295 | 46,680 CHF | 47,491 CHF | 99.98% | 99.98% |
08/07/2024 | 2.39% | 0.64 CHF | 0.65 CHF | 220,000 | 220,000 | 70,317 | 70,317 | 45,480 CHF | 46,301 CHF | 99.98% | 99.98% |
05/07/2024 | 2.33% | 0.65 CHF | 0.66 CHF | 220,000 | 220,000 | 69,942 | 69,942 | 45,543 CHF | 46,360 CHF | 99.70% | 99.70% |
04/07/2024 | 2.31% | 0.64 CHF | 0.65 CHF | 44,000 | 44,000 | 32,354 | 32,354 | 20,994 CHF | 21,434 CHF | 94.02% | 94.02% |
03/07/2024 | 2.23% | 0.67 CHF | 0.68 CHF | 220,000 | 220,000 | 69,146 | 69,146 | 47,042 CHF | 47,852 CHF | 99.52% | 99.52% |
02/07/2024 | 2.43% | 0.67 CHF | 0.68 CHF | 215,000 | 215,000 | 69,112 | 69,112 | 45,079 CHF | 45,885 CHF | 100.00% | 100.00% |