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 | 1.47% | 0.69 CHF | 0.70 CHF | 220,000 | 220,000 | 98,408 | 98,408 | 68,125 CHF | 69,111 CHF | 100.00% | 100.00% |
12/07/2024 | 1.67% | 0.62 CHF | 0.63 CHF | 220,000 | 220,000 | 91,478 | 91,478 | 55,778 CHF | 56,694 CHF | 99.90% | 99.90% |
11/07/2024 | 1.40% | 0.69 CHF | 0.70 CHF | 220,000 | 220,000 | 98,406 | 98,406 | 70,525 CHF | 71,512 CHF | 99.98% | 99.98% |
10/07/2024 | 1.25% | 0.77 CHF | 0.78 CHF | 220,000 | 220,000 | 98,456 | 98,456 | 79,181 CHF | 80,167 CHF | 100.00% | 100.00% |
09/07/2024 | 1.16% | 0.82 CHF | 0.83 CHF | 220,000 | 220,000 | 98,412 | 98,412 | 85,366 CHF | 86,352 CHF | 100.00% | 100.00% |
08/07/2024 | 1.13% | 0.92 CHF | 0.93 CHF | 220,000 | 220,000 | 98,420 | 98,420 | 88,933 CHF | 89,919 CHF | 100.00% | 100.00% |
05/07/2024 | 1.19% | 0.88 CHF | 0.89 CHF | 220,000 | 220,000 | 97,959 | 97,959 | 84,609 CHF | 85,591 CHF | 99.63% | 99.63% |
04/07/2024 | 1.19% | 0.84 CHF | 0.85 CHF | 88,000 | 88,000 | 70,462 | 70,462 | 58,646 CHF | 59,351 CHF | 100.00% | 100.00% |
03/07/2024 | 1.17% | 0.83 CHF | 0.84 CHF | 220,000 | 220,000 | 98,412 | 98,412 | 84,545 CHF | 85,531 CHF | 100.00% | 100.00% |
02/07/2024 | 1.05% | 0.93 CHF | 0.94 CHF | 220,000 | 220,000 | 98,594 | 98,594 | 94,539 CHF | 95,527 CHF | 100.00% | 100.00% |