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 | 2.37% | 0.65 CHF | 0.66 CHF | 230,000 | 230,000 | 73,856 | 73,856 | 47,330 CHF | 48,191 CHF | 98.90% | 98.90% |
12/07/2024 | 2.42% | 0.64 CHF | 0.65 CHF | 230,000 | 230,000 | 73,266 | 73,266 | 46,857 CHF | 47,712 CHF | 100.00% | 100.00% |
11/07/2024 | 2.18% | 0.69 CHF | 0.70 CHF | 225,000 | 225,000 | 70,476 | 70,476 | 50,096 CHF | 50,921 CHF | 99.99% | 99.99% |
10/07/2024 | 2.06% | 0.71 CHF | 0.72 CHF | 220,000 | 220,000 | 70,222 | 70,222 | 51,767 CHF | 52,587 CHF | 99.90% | 99.90% |
09/07/2024 | 2.06% | 0.79 CHF | 0.80 CHF | 215,000 | 215,000 | 69,252 | 69,252 | 53,258 CHF | 54,069 CHF | 99.98% | 99.98% |
08/07/2024 | 2.07% | 0.73 CHF | 0.74 CHF | 220,000 | 220,000 | 70,329 | 70,329 | 52,216 CHF | 53,037 CHF | 99.98% | 99.98% |
05/07/2024 | 2.04% | 0.75 CHF | 0.76 CHF | 220,000 | 220,000 | 69,953 | 69,953 | 52,184 CHF | 53,001 CHF | 99.71% | 99.71% |
04/07/2024 | 2.02% | 0.73 CHF | 0.74 CHF | 44,000 | 44,000 | 32,355 | 32,355 | 24,080 CHF | 24,520 CHF | 94.02% | 94.02% |
03/07/2024 | 1.96% | 0.76 CHF | 0.77 CHF | 220,000 | 220,000 | 69,147 | 69,147 | 53,724 CHF | 54,534 CHF | 99.52% | 99.52% |
02/07/2024 | 2.12% | 0.76 CHF | 0.77 CHF | 215,000 | 215,000 | 69,111 | 69,111 | 51,660 CHF | 52,466 CHF | 100.00% | 100.00% |