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 | 2.42% | 0.63 CHF | 0.64 CHF | 230,000 | 230,000 | 73,858 | 73,858 | 46,912 CHF | 47,772 CHF | 98.89% | 98.89% |
12/07/2024 | 2.37% | 0.64 CHF | 0.65 CHF | 230,000 | 230,000 | 73,267 | 73,267 | 46,747 CHF | 47,603 CHF | 100.00% | 100.00% |
11/07/2024 | 2.79% | 0.58 CHF | 0.59 CHF | 225,000 | 225,000 | 70,473 | 70,473 | 39,921 CHF | 40,746 CHF | 99.99% | 99.99% |
10/07/2024 | 2.84% | 0.57 CHF | 0.58 CHF | 220,000 | 220,000 | 70,222 | 70,222 | 38,356 CHF | 39,176 CHF | 99.90% | 99.90% |
09/07/2024 | 2.86% | 0.50 CHF | 0.51 CHF | 215,000 | 215,000 | 69,294 | 69,294 | 35,604 CHF | 36,415 CHF | 99.98% | 99.98% |
08/07/2024 | 2.83% | 0.55 CHF | 0.56 CHF | 220,000 | 220,000 | 70,316 | 70,316 | 37,835 CHF | 38,656 CHF | 99.98% | 99.98% |
05/07/2024 | 2.88% | 0.53 CHF | 0.54 CHF | 220,000 | 220,000 | 69,936 | 69,936 | 37,636 CHF | 38,454 CHF | 99.70% | 99.70% |
04/07/2024 | 2.80% | 0.55 CHF | 0.56 CHF | 44,000 | 44,000 | 32,354 | 32,354 | 17,530 CHF | 17,970 CHF | 94.01% | 94.01% |
03/07/2024 | 3.03% | 0.53 CHF | 0.54 CHF | 220,000 | 220,000 | 69,149 | 69,149 | 35,459 CHF | 36,269 CHF | 99.52% | 99.52% |
02/07/2024 | 2.70% | 0.53 CHF | 0.54 CHF | 215,000 | 215,000 | 69,113 | 69,113 | 37,732 CHF | 38,538 CHF | 100.00% | 100.00% |