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 | 2.90% | 0.36 CHF | 0.37 CHF | 340,000 | 340,000 | 110,947 | 110,947 | 39,000 CHF | 40,115 CHF | 98.88% | 98.88% |
12/07/2024 | 2.89% | 0.36 CHF | 0.37 CHF | 340,000 | 340,000 | 110,058 | 110,058 | 39,131 CHF | 40,236 CHF | 100.00% | 100.00% |
11/07/2024 | 2.58% | 0.39 CHF | 0.40 CHF | 310,000 | 310,000 | 94,864 | 94,864 | 38,330 CHF | 39,290 CHF | 99.99% | 99.99% |
10/07/2024 | 2.40% | 0.40 CHF | 0.41 CHF | 300,000 | 300,000 | 94,344 | 94,344 | 39,442 CHF | 40,390 CHF | 99.90% | 99.90% |
09/07/2024 | 2.39% | 0.46 CHF | 0.47 CHF | 290,000 | 290,000 | 92,124 | 92,124 | 40,963 CHF | 41,890 CHF | 99.98% | 99.98% |
08/07/2024 | 2.43% | 0.42 CHF | 0.43 CHF | 300,000 | 300,000 | 94,211 | 94,211 | 39,935 CHF | 40,882 CHF | 99.98% | 99.98% |
05/07/2024 | 2.37% | 0.43 CHF | 0.44 CHF | 300,000 | 300,000 | 94,460 | 94,460 | 40,155 CHF | 41,103 CHF | 99.70% | 99.70% |
04/07/2024 | 2.32% | 0.42 CHF | 0.43 CHF | 60,000 | 60,000 | 44,112 | 44,112 | 18,710 CHF | 19,151 CHF | 94.02% | 94.02% |
03/07/2024 | 2.24% | 0.44 CHF | 0.45 CHF | 290,000 | 290,000 | 90,191 | 90,191 | 40,542 CHF | 41,449 CHF | 99.52% | 99.52% |
02/07/2024 | 2.45% | 0.44 CHF | 0.45 CHF | 290,000 | 290,000 | 92,112 | 92,112 | 39,608 CHF | 40,533 CHF | 100.00% | 100.00% |