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 | 2.25% | 0.45 CHF | 0.46 CHF | 330,000 | 330,000 | 151,795 | 151,795 | 68,474 CHF | 69,998 CHF | 99.98% | 99.98% |
12/07/2024 | 2.29% | 0.46 CHF | 0.47 CHF | 330,000 | 330,000 | 151,784 | 151,784 | 68,302 CHF | 69,827 CHF | 100.00% | 100.00% |
11/07/2024 | 2.28% | 0.45 CHF | 0.46 CHF | 330,000 | 330,000 | 151,096 | 151,096 | 68,259 CHF | 69,783 CHF | 100.00% | 100.00% |
10/07/2024 | 2.25% | 0.45 CHF | 0.46 CHF | 330,000 | 330,000 | 151,285 | 151,285 | 68,393 CHF | 69,913 CHF | 100.00% | 100.00% |
09/07/2024 | 2.23% | 0.45 CHF | 0.46 CHF | 330,000 | 330,000 | 149,130 | 149,130 | 67,781 CHF | 69,282 CHF | 100.00% | 100.00% |
08/07/2024 | 2.19% | 0.46 CHF | 0.47 CHF | 330,000 | 330,000 | 149,241 | 149,241 | 69,728 CHF | 71,228 CHF | 100.00% | 100.00% |
05/07/2024 | 2.14% | 0.47 CHF | 0.48 CHF | 330,000 | 330,000 | 144,276 | 144,276 | 68,053 CHF | 69,501 CHF | 99.81% | 99.81% |
04/07/2024 | 2.06% | 0.48 CHF | 0.49 CHF | 130,000 | 130,000 | 103,387 | 103,387 | 49,648 CHF | 50,682 CHF | 99.07% | 99.07% |
03/07/2024 | 2.15% | 0.48 CHF | 0.49 CHF | 320,000 | 320,000 | 141,664 | 141,664 | 67,533 CHF | 68,957 CHF | 99.44% | 99.44% |
02/07/2024 | 2.18% | 0.45 CHF | 0.46 CHF | 330,000 | 330,000 | 141,432 | 141,432 | 65,748 CHF | 67,169 CHF | 100.00% | 100.00% |