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 | 3.01% | 0.51 CHF | 0.52 CHF | 230,000 | 230,000 | 73,893 | 73,893 | 37,065 CHF | 37,926 CHF | 98.82% | 98.82% |
12/07/2024 | 3.10% | 0.50 CHF | 0.51 CHF | 230,000 | 230,000 | 73,268 | 73,268 | 36,643 CHF | 37,499 CHF | 100.00% | 100.00% |
11/07/2024 | 2.69% | 0.55 CHF | 0.56 CHF | 225,000 | 225,000 | 70,437 | 70,437 | 40,299 CHF | 41,124 CHF | 99.97% | 99.97% |
10/07/2024 | 2.53% | 0.57 CHF | 0.58 CHF | 220,000 | 220,000 | 70,222 | 70,222 | 42,046 CHF | 42,867 CHF | 99.90% | 99.90% |
09/07/2024 | 2.52% | 0.65 CHF | 0.66 CHF | 215,000 | 215,000 | 69,295 | 69,295 | 43,689 CHF | 44,500 CHF | 99.98% | 99.98% |
08/07/2024 | 2.55% | 0.59 CHF | 0.60 CHF | 220,000 | 220,000 | 70,319 | 70,319 | 42,467 CHF | 43,288 CHF | 99.98% | 99.98% |
05/07/2024 | 2.49% | 0.61 CHF | 0.62 CHF | 220,000 | 220,000 | 69,952 | 69,952 | 42,533 CHF | 43,351 CHF | 99.71% | 99.71% |
04/07/2024 | 2.46% | 0.59 CHF | 0.60 CHF | 44,000 | 44,000 | 32,355 | 32,355 | 19,638 CHF | 20,078 CHF | 94.02% | 94.02% |
03/07/2024 | 2.38% | 0.62 CHF | 0.63 CHF | 220,000 | 220,000 | 69,146 | 69,146 | 44,096 CHF | 44,906 CHF | 99.52% | 99.52% |
02/07/2024 | 2.61% | 0.62 CHF | 0.63 CHF | 215,000 | 215,000 | 69,112 | 69,112 | 42,043 CHF | 42,849 CHF | 100.00% | 100.00% |