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 | 2.84% | 0.54 CHF | 0.55 CHF | 230,000 | 230,000 | 73,865 | 73,865 | 40,032 CHF | 40,893 CHF | 98.87% | 98.87% |
12/07/2024 | 2.78% | 0.54 CHF | 0.55 CHF | 230,000 | 230,000 | 73,266 | 73,266 | 39,820 CHF | 40,676 CHF | 100.00% | 100.00% |
11/07/2024 | 3.35% | 0.49 CHF | 0.50 CHF | 225,000 | 225,000 | 70,473 | 70,473 | 33,319 CHF | 34,144 CHF | 99.99% | 99.99% |
10/07/2024 | 3.44% | 0.48 CHF | 0.49 CHF | 220,000 | 220,000 | 70,223 | 70,223 | 31,736 CHF | 32,556 CHF | 99.90% | 99.90% |
09/07/2024 | 3.44% | 0.40 CHF | 0.41 CHF | 215,000 | 215,000 | 69,295 | 69,295 | 29,060 CHF | 29,871 CHF | 99.98% | 99.98% |
08/07/2024 | 3.40% | 0.46 CHF | 0.47 CHF | 220,000 | 220,000 | 70,329 | 70,329 | 31,233 CHF | 32,054 CHF | 99.98% | 99.98% |
05/07/2024 | 3.48% | 0.44 CHF | 0.45 CHF | 220,000 | 220,000 | 69,943 | 69,943 | 31,112 CHF | 31,929 CHF | 99.70% | 99.70% |
04/07/2024 | 3.37% | 0.46 CHF | 0.47 CHF | 44,000 | 44,000 | 32,354 | 32,354 | 14,528 CHF | 14,968 CHF | 94.02% | 94.02% |
03/07/2024 | 3.69% | 0.43 CHF | 0.44 CHF | 220,000 | 220,000 | 69,147 | 69,147 | 28,968 CHF | 29,778 CHF | 99.52% | 99.52% |
02/07/2024 | 3.22% | 0.43 CHF | 0.44 CHF | 215,000 | 215,000 | 69,112 | 69,112 | 31,178 CHF | 31,984 CHF | 100.00% | 100.00% |