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 | 0.54% | 2.00 CHF | 2.01 CHF | 130,000 | 130,000 | 76,285 | 76,285 | 146,959 CHF | 147,725 CHF | 98.64% | 98.64% |
12/07/2024 | 0.53% | 1.93 CHF | 1.94 CHF | 140,000 | 140,000 | 77,825 | 77,825 | 149,945 CHF | 150,726 CHF | 98.79% | 98.79% |
11/07/2024 | 0.48% | 1.97 CHF | 1.98 CHF | 130,000 | 130,000 | 70,781 | 70,781 | 148,593 CHF | 149,303 CHF | 98.52% | 98.52% |
10/07/2024 | 0.49% | 2.10 CHF | 2.11 CHF | 130,000 | 130,000 | 70,911 | 70,911 | 149,079 CHF | 149,791 CHF | 99.60% | 99.60% |
09/07/2024 | 0.49% | 2.11 CHF | 2.12 CHF | 130,000 | 130,000 | 70,693 | 70,693 | 148,202 CHF | 148,913 CHF | 99.38% | 99.38% |
08/07/2024 | 0.49% | 2.08 CHF | 2.09 CHF | 130,000 | 130,000 | 71,254 | 71,254 | 148,272 CHF | 148,988 CHF | 99.05% | 99.05% |
05/07/2024 | 0.52% | 2.11 CHF | 2.12 CHF | 130,000 | 130,000 | 75,736 | 75,736 | 151,740 CHF | 152,500 CHF | 96.90% | 96.90% |
04/07/2024 | 0.51% | 1.96 CHF | 1.97 CHF | 70,000 | 70,000 | 64,706 | 64,706 | 126,088 CHF | 126,735 CHF | 99.51% | 99.51% |
03/07/2024 | 0.54% | 1.93 CHF | 1.94 CHF | 130,000 | 130,000 | 77,981 | 77,981 | 149,332 CHF | 150,115 CHF | 100.00% | 100.00% |
02/07/2024 | 0.57% | 1.86 CHF | 1.87 CHF | 140,000 | 140,000 | 78,544 | 78,544 | 143,135 CHF | 143,924 CHF | 100.00% | 100.00% |