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 | 1.02% | 2.80 CHF | 2.81 CHF | 130,000 | 130,000 | 53,501 | 53,501 | 149,452 CHF | 150,561 CHF | 98.92% | 98.92% |
12/07/2024 | 1.10% | 2.76 CHF | 2.77 CHF | 130,000 | 130,000 | 53,156 | 53,156 | 142,287 CHF | 143,393 CHF | 100.00% | 100.00% |
11/07/2024 | 0.99% | 2.75 CHF | 2.76 CHF | 130,000 | 130,000 | 52,251 | 52,251 | 148,796 CHF | 149,893 CHF | 99.99% | 99.99% |
10/07/2024 | 1.01% | 2.88 CHF | 2.89 CHF | 130,000 | 130,000 | 53,377 | 53,377 | 152,506 CHF | 153,617 CHF | 99.56% | 99.56% |
09/07/2024 | 0.99% | 2.82 CHF | 2.83 CHF | 130,000 | 130,000 | 53,169 | 53,169 | 153,841 CHF | 154,949 CHF | 100.00% | 100.00% |
08/07/2024 | 1.03% | 2.85 CHF | 2.86 CHF | 130,000 | 130,000 | 52,823 | 52,823 | 148,478 CHF | 149,579 CHF | 100.00% | 100.00% |
05/07/2024 | 1.11% | 2.73 CHF | 2.74 CHF | 130,000 | 130,000 | 54,378 | 54,378 | 141,554 CHF | 142,662 CHF | 95.76% | 95.76% |
04/07/2024 | 1.19% | 2.47 CHF | 2.49 CHF | 40,000 | 40,000 | 34,697 | 34,697 | 86,322 CHF | 87,309 CHF | 97.93% | 97.93% |
03/07/2024 | 0.97% | 2.50 CHF | 2.51 CHF | 140,000 | 140,000 | 57,936 | 57,936 | 139,340 CHF | 140,362 CHF | 98.22% | 98.22% |
02/07/2024 | 1.03% | 2.31 CHF | 2.32 CHF | 150,000 | 150,000 | 59,190 | 59,190 | 135,035 CHF | 136,062 CHF | 99.77% | 99.77% |