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 | 1.69% | 0.60 CHF | 0.61 CHF | 220,000 | 220,000 | 98,409 | 98,409 | 58,974 CHF | 59,961 CHF | 100.00% | 100.00% |
12/07/2024 | 1.97% | 0.53 CHF | 0.54 CHF | 220,000 | 220,000 | 91,487 | 91,487 | 47,300 CHF | 48,217 CHF | 99.90% | 99.90% |
11/07/2024 | 1.60% | 0.60 CHF | 0.61 CHF | 220,000 | 220,000 | 98,415 | 98,415 | 61,396 CHF | 62,383 CHF | 99.99% | 99.99% |
10/07/2024 | 1.40% | 0.68 CHF | 0.69 CHF | 220,000 | 220,000 | 98,456 | 98,456 | 70,072 CHF | 71,059 CHF | 100.00% | 100.00% |
09/07/2024 | 1.30% | 0.72 CHF | 0.73 CHF | 220,000 | 220,000 | 98,412 | 98,412 | 76,214 CHF | 77,200 CHF | 100.00% | 100.00% |
08/07/2024 | 1.26% | 0.83 CHF | 0.84 CHF | 220,000 | 220,000 | 98,417 | 98,417 | 79,727 CHF | 80,713 CHF | 100.00% | 100.00% |
05/07/2024 | 1.34% | 0.79 CHF | 0.80 CHF | 220,000 | 220,000 | 97,960 | 97,960 | 75,546 CHF | 76,528 CHF | 99.63% | 99.63% |
04/07/2024 | 1.34% | 0.75 CHF | 0.76 CHF | 88,000 | 88,000 | 70,462 | 70,462 | 52,059 CHF | 52,764 CHF | 100.00% | 100.00% |
03/07/2024 | 1.30% | 0.73 CHF | 0.74 CHF | 220,000 | 220,000 | 98,411 | 98,411 | 75,424 CHF | 76,410 CHF | 100.00% | 100.00% |
02/07/2024 | 1.17% | 0.84 CHF | 0.85 CHF | 220,000 | 220,000 | 98,594 | 98,594 | 85,291 CHF | 86,279 CHF | 100.00% | 100.00% |