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 | 3.81% | 0.40 CHF | 0.41 CHF | 230,000 | 230,000 | 73,894 | 73,894 | 29,079 CHF | 29,940 CHF | 98.81% | 98.81% |
12/07/2024 | 3.94% | 0.39 CHF | 0.40 CHF | 230,000 | 230,000 | 73,268 | 73,268 | 28,800 CHF | 29,656 CHF | 100.00% | 100.00% |
11/07/2024 | 3.30% | 0.45 CHF | 0.46 CHF | 225,000 | 225,000 | 70,468 | 70,468 | 32,747 CHF | 33,571 CHF | 99.99% | 99.99% |
10/07/2024 | 3.07% | 0.46 CHF | 0.47 CHF | 220,000 | 220,000 | 70,222 | 70,222 | 34,456 CHF | 35,276 CHF | 99.90% | 99.90% |
09/07/2024 | 3.06% | 0.54 CHF | 0.55 CHF | 215,000 | 215,000 | 69,295 | 69,295 | 36,212 CHF | 37,023 CHF | 99.98% | 99.98% |
08/07/2024 | 3.10% | 0.49 CHF | 0.50 CHF | 220,000 | 220,000 | 70,315 | 70,315 | 34,895 CHF | 35,716 CHF | 99.98% | 99.98% |
05/07/2024 | 3.01% | 0.50 CHF | 0.51 CHF | 220,000 | 220,000 | 69,939 | 69,939 | 34,984 CHF | 35,802 CHF | 99.70% | 99.70% |
04/07/2024 | 2.99% | 0.49 CHF | 0.50 CHF | 44,000 | 44,000 | 32,353 | 32,353 | 16,122 CHF | 16,562 CHF | 94.01% | 94.01% |
03/07/2024 | 2.85% | 0.51 CHF | 0.52 CHF | 220,000 | 220,000 | 69,146 | 69,146 | 36,585 CHF | 37,395 CHF | 99.52% | 99.52% |
02/07/2024 | 3.19% | 0.52 CHF | 0.53 CHF | 215,000 | 215,000 | 69,098 | 69,098 | 34,576 CHF | 35,381 CHF | 99.99% | 99.99% |