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 | 2.41% | 0.63 CHF | 0.64 CHF | 230,000 | 230,000 | 73,867 | 73,867 | 47,264 CHF | 48,125 CHF | 98.87% | 98.87% |
12/07/2024 | 2.36% | 0.64 CHF | 0.65 CHF | 230,000 | 230,000 | 73,267 | 73,267 | 47,035 CHF | 47,891 CHF | 100.00% | 100.00% |
11/07/2024 | 2.77% | 0.59 CHF | 0.60 CHF | 225,000 | 225,000 | 70,473 | 70,473 | 40,277 CHF | 41,102 CHF | 99.99% | 99.99% |
10/07/2024 | 2.82% | 0.58 CHF | 0.59 CHF | 220,000 | 220,000 | 70,223 | 70,223 | 38,697 CHF | 39,517 CHF | 99.90% | 99.90% |
09/07/2024 | 2.82% | 0.50 CHF | 0.51 CHF | 215,000 | 215,000 | 69,255 | 69,255 | 35,928 CHF | 36,738 CHF | 99.98% | 99.98% |
08/07/2024 | 2.79% | 0.55 CHF | 0.56 CHF | 220,000 | 220,000 | 70,318 | 70,318 | 38,209 CHF | 39,030 CHF | 99.98% | 99.98% |
05/07/2024 | 2.85% | 0.54 CHF | 0.55 CHF | 220,000 | 220,000 | 69,951 | 69,951 | 38,041 CHF | 38,859 CHF | 99.71% | 99.71% |
04/07/2024 | 2.76% | 0.56 CHF | 0.57 CHF | 44,000 | 44,000 | 32,355 | 32,355 | 17,761 CHF | 18,201 CHF | 94.02% | 94.02% |
03/07/2024 | 2.98% | 0.53 CHF | 0.54 CHF | 220,000 | 220,000 | 69,146 | 69,146 | 35,876 CHF | 36,686 CHF | 99.52% | 99.52% |
02/07/2024 | 2.67% | 0.53 CHF | 0.54 CHF | 215,000 | 215,000 | 69,113 | 69,113 | 38,076 CHF | 38,882 CHF | 100.00% | 100.00% |