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 | 2.34% | 0.44 CHF | 0.45 CHF | 80,000 | 80,000 | 47,920 | 47,920 | 20,856 CHF | 21,337 CHF | 100.00% | 100.00% |
12/07/2024 | 2.73% | 0.41 CHF | 0.42 CHF | 90,000 | 90,000 | 52,364 | 52,364 | 19,905 CHF | 20,432 CHF | 99.94% | 99.94% |
11/07/2024 | 2.80% | 0.38 CHF | 0.39 CHF | 90,000 | 90,000 | 52,041 | 52,041 | 19,301 CHF | 19,828 CHF | 99.43% | 99.43% |
10/07/2024 | 3.05% | 0.36 CHF | 0.37 CHF | 110,000 | 110,000 | 63,471 | 63,471 | 21,334 CHF | 21,971 CHF | 99.84% | 99.84% |
09/07/2024 | 3.36% | 0.30 CHF | 0.31 CHF | 110,000 | 110,000 | 64,364 | 64,364 | 19,511 CHF | 20,158 CHF | 99.66% | 99.66% |
08/07/2024 | 3.41% | 0.29 CHF | 0.30 CHF | 110,000 | 110,000 | 64,231 | 64,231 | 19,277 CHF | 19,924 CHF | 100.00% | 100.00% |
05/07/2024 | 3.12% | 0.35 CHF | 0.36 CHF | 110,000 | 110,000 | 64,527 | 64,527 | 21,119 CHF | 21,767 CHF | 99.53% | 99.53% |
04/07/2024 | 3.24% | 0.31 CHF | 0.32 CHF | 60,000 | 60,000 | 54,626 | 54,626 | 16,617 CHF | 17,163 CHF | 98.94% | 98.94% |
03/07/2024 | 3.93% | 0.31 CHF | 0.32 CHF | 110,000 | 110,000 | 63,092 | 63,092 | 16,730 CHF | 17,364 CHF | 98.22% | 98.22% |
02/07/2024 | 4.31% | 0.22 CHF | 0.23 CHF | 110,000 | 110,000 | 64,057 | 64,057 | 14,962 CHF | 15,605 CHF | 100.00% | 100.00% |