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 | 2.24% | 0.46 CHF | 0.47 CHF | 90,000 | 90,000 | 52,456 | 52,456 | 23,818 CHF | 24,345 CHF | 99.99% | 99.99% |
12/07/2024 | 2.59% | 0.43 CHF | 0.44 CHF | 90,000 | 90,000 | 52,365 | 52,365 | 20,951 CHF | 21,478 CHF | 99.94% | 99.94% |
11/07/2024 | 2.66% | 0.40 CHF | 0.41 CHF | 100,000 | 100,000 | 54,110 | 54,110 | 21,127 CHF | 21,676 CHF | 99.43% | 99.43% |
10/07/2024 | 2.88% | 0.37 CHF | 0.38 CHF | 110,000 | 110,000 | 63,468 | 63,468 | 22,622 CHF | 23,259 CHF | 99.85% | 99.85% |
09/07/2024 | 3.14% | 0.32 CHF | 0.33 CHF | 110,000 | 110,000 | 64,360 | 64,360 | 20,890 CHF | 21,538 CHF | 99.66% | 99.66% |
08/07/2024 | 3.20% | 0.31 CHF | 0.32 CHF | 110,000 | 110,000 | 64,231 | 64,231 | 20,581 CHF | 21,228 CHF | 100.00% | 100.00% |
05/07/2024 | 2.94% | 0.37 CHF | 0.38 CHF | 110,000 | 110,000 | 64,528 | 64,528 | 22,395 CHF | 23,043 CHF | 99.53% | 99.53% |
04/07/2024 | 3.04% | 0.33 CHF | 0.34 CHF | 60,000 | 60,000 | 54,626 | 54,626 | 17,726 CHF | 18,273 CHF | 98.93% | 98.93% |
03/07/2024 | 3.69% | 0.33 CHF | 0.34 CHF | 130,000 | 130,000 | 69,325 | 69,325 | 19,727 CHF | 20,428 CHF | 98.22% | 98.22% |
02/07/2024 | 4.05% | 0.24 CHF | 0.25 CHF | 130,000 | 130,000 | 75,962 | 75,962 | 18,914 CHF | 19,676 CHF | 100.00% | 100.00% |