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 | 1.21% | 0.84 CHF | 0.85 CHF | 270,000 | 270,000 | 118,758 | 118,758 | 99,658 CHF | 100,850 CHF | 99.97% | 99.97% |
12/07/2024 | 1.25% | 0.90 CHF | 0.91 CHF | 260,000 | 260,000 | 117,959 | 117,959 | 98,597 CHF | 99,782 CHF | 100.00% | 100.00% |
11/07/2024 | 1.20% | 0.83 CHF | 0.84 CHF | 260,000 | 260,000 | 115,811 | 115,811 | 99,198 CHF | 100,366 CHF | 100.00% | 100.00% |
10/07/2024 | 1.32% | 0.84 CHF | 0.85 CHF | 280,000 | 280,000 | 119,563 | 119,563 | 96,679 CHF | 97,882 CHF | 100.00% | 100.00% |
09/07/2024 | 1.33% | 0.75 CHF | 0.76 CHF | 280,000 | 280,000 | 121,048 | 121,048 | 93,079 CHF | 94,297 CHF | 99.73% | 99.73% |
08/07/2024 | 1.46% | 0.71 CHF | 0.72 CHF | 300,000 | 300,000 | 133,005 | 133,005 | 94,336 CHF | 95,672 CHF | 99.74% | 99.74% |
05/07/2024 | 1.77% | 0.65 CHF | 0.66 CHF | 340,000 | 340,000 | 152,425 | 152,425 | 90,214 CHF | 91,746 CHF | 99.38% | 99.38% |
04/07/2024 | 1.80% | 0.54 CHF | 0.55 CHF | 130,000 | 130,000 | 108,952 | 108,952 | 60,077 CHF | 61,166 CHF | 97.60% | 97.60% |
03/07/2024 | 1.86% | 0.55 CHF | 0.56 CHF | 350,000 | 350,000 | 153,341 | 153,341 | 83,949 CHF | 85,489 CHF | 98.74% | 98.74% |
02/07/2024 | 2.24% | 0.48 CHF | 0.49 CHF | 390,000 | 390,000 | 168,391 | 168,391 | 77,801 CHF | 79,493 CHF | 100.00% | 100.00% |