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 | 2.23% | 0.44 CHF | 0.45 CHF | 80,000 | 80,000 | 77,887 | 77,887 | 34,511 CHF | 35,290 CHF | 99.99% | 99.99% |
12/07/2024 | 2.04% | 0.49 CHF | 0.50 CHF | 80,000 | 80,000 | 77,918 | 77,918 | 37,809 CHF | 38,588 CHF | 100.00% | 100.00% |
11/07/2024 | 2.05% | 0.48 CHF | 0.49 CHF | 80,000 | 80,000 | 77,916 | 77,916 | 37,664 CHF | 38,443 CHF | 99.99% | 99.99% |
10/07/2024 | 2.10% | 0.49 CHF | 0.50 CHF | 80,000 | 80,000 | 77,915 | 77,915 | 36,718 CHF | 37,498 CHF | 100.00% | 100.00% |
09/07/2024 | 2.06% | 0.47 CHF | 0.48 CHF | 80,000 | 80,000 | 77,733 | 77,733 | 37,599 CHF | 38,378 CHF | 100.00% | 100.00% |
08/07/2024 | 2.02% | 0.49 CHF | 0.50 CHF | 80,000 | 80,000 | 77,780 | 77,780 | 38,228 CHF | 39,007 CHF | 100.00% | 100.00% |
05/07/2024 | 1.92% | 0.50 CHF | 0.51 CHF | 80,000 | 80,000 | 77,911 | 77,911 | 40,184 CHF | 40,964 CHF | 99.82% | 99.82% |
04/07/2024 | 2.01% | 0.50 CHF | 0.51 CHF | 80,000 | 80,000 | 77,903 | 77,903 | 38,458 CHF | 39,237 CHF | 99.50% | 99.50% |
03/07/2024 | 2.11% | 0.49 CHF | 0.50 CHF | 80,000 | 80,000 | 77,900 | 77,900 | 36,616 CHF | 37,395 CHF | 99.28% | 99.28% |
02/07/2024 | 2.55% | 0.42 CHF | 0.43 CHF | 90,000 | 90,000 | 87,654 | 87,654 | 33,963 CHF | 34,839 CHF | 100.00% | 100.00% |