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 | 3.17% | 0.33 CHF | 0.34 CHF | 320,000 | 320,000 | 106,645 | 106,645 | 34,240 CHF | 35,311 CHF | 98.87% | 98.87% |
12/07/2024 | 3.14% | 0.33 CHF | 0.34 CHF | 320,000 | 320,000 | 106,237 | 106,237 | 34,734 CHF | 35,801 CHF | 100.00% | 100.00% |
11/07/2024 | 2.75% | 0.37 CHF | 0.38 CHF | 290,000 | 290,000 | 90,569 | 90,569 | 34,236 CHF | 35,154 CHF | 99.97% | 99.97% |
10/07/2024 | 2.56% | 0.37 CHF | 0.38 CHF | 280,000 | 280,000 | 90,080 | 90,080 | 35,296 CHF | 36,201 CHF | 99.90% | 99.90% |
09/07/2024 | 2.54% | 0.44 CHF | 0.45 CHF | 270,000 | 270,000 | 87,863 | 87,863 | 36,830 CHF | 37,715 CHF | 99.98% | 99.98% |
08/07/2024 | 2.58% | 0.39 CHF | 0.40 CHF | 280,000 | 280,000 | 89,951 | 89,951 | 35,812 CHF | 36,716 CHF | 99.98% | 99.98% |
05/07/2024 | 2.51% | 0.41 CHF | 0.42 CHF | 280,000 | 280,000 | 90,209 | 90,209 | 36,037 CHF | 36,942 CHF | 99.70% | 99.70% |
04/07/2024 | 2.47% | 0.39 CHF | 0.40 CHF | 60,000 | 60,000 | 44,112 | 44,112 | 17,567 CHF | 18,008 CHF | 94.02% | 94.02% |
03/07/2024 | 2.36% | 0.41 CHF | 0.42 CHF | 270,000 | 270,000 | 85,920 | 85,920 | 36,618 CHF | 37,482 CHF | 99.53% | 99.53% |
02/07/2024 | 2.62% | 0.42 CHF | 0.43 CHF | 270,000 | 270,000 | 87,852 | 87,852 | 35,522 CHF | 36,405 CHF | 100.00% | 100.00% |