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 | 2.04% | 0.46 CHF | 0.47 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 82,774 CHF | 84,474 CHF | 99.58% | 99.58% |
12/07/2024 | 2.02% | 0.51 CHF | 0.52 CHF | 160,000 | 160,000 | 162,699 | 162,699 | 79,680 CHF | 81,307 CHF | 100.00% | 100.00% |
11/07/2024 | 1.89% | 0.53 CHF | 0.54 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 89,142 CHF | 90,842 CHF | 99.99% | 99.99% |
10/07/2024 | 1.94% | 0.51 CHF | 0.52 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 86,920 CHF | 88,620 CHF | 100.00% | 100.00% |
09/07/2024 | 1.90% | 0.52 CHF | 0.53 CHF | 160,000 | 160,000 | 159,597 | 159,597 | 83,758 CHF | 85,358 CHF | 99.74% | 99.74% |
08/07/2024 | 1.76% | 0.54 CHF | 0.55 CHF | 160,000 | 160,000 | 159,734 | 159,734 | 90,105 CHF | 91,705 CHF | 100.00% | 100.00% |
05/07/2024 | 1.72% | 0.57 CHF | 0.58 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 92,413 CHF | 94,013 CHF | 99.99% | 99.99% |
04/07/2024 | 1.89% | 0.53 CHF | 0.54 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 83,831 CHF | 85,431 CHF | 100.00% | 100.00% |
03/07/2024 | 1.80% | 0.55 CHF | 0.56 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 93,770 CHF | 95,470 CHF | 100.00% | 100.00% |
02/07/2024 | 1.97% | 0.51 CHF | 0.52 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 85,533 CHF | 87,233 CHF | 99.99% | 99.99% |