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 | 1.07% | 2.23 CHF | 2.24 CHF | 155,000 | 155,000 | 69,460 | 69,460 | 152,638 CHF | 153,898 CHF | 100.00% | 100.00% |
12/07/2024 | 1.07% | 2.21 CHF | 2.22 CHF | 155,000 | 155,000 | 68,426 | 68,426 | 149,247 CHF | 150,483 CHF | 99.98% | 99.98% |
11/07/2024 | 1.08% | 2.13 CHF | 2.14 CHF | 150,000 | 150,000 | 67,387 | 67,387 | 145,183 CHF | 146,406 CHF | 99.83% | 99.83% |
10/07/2024 | 1.07% | 2.18 CHF | 2.19 CHF | 150,000 | 150,000 | 67,410 | 67,410 | 146,261 CHF | 147,484 CHF | 100.00% | 100.00% |
09/07/2024 | 1.44% | 2.15 CHF | 2.16 CHF | 150,000 | 150,000 | 67,450 | 67,450 | 143,786 CHF | 145,343 CHF | 99.73% | 99.73% |
08/07/2024 | 1.23% | 2.05 CHF | 2.06 CHF | 145,000 | 145,000 | 66,583 | 66,583 | 138,940 CHF | 140,315 CHF | 99.92% | 99.92% |
05/07/2024 | 1.08% | 2.15 CHF | 2.16 CHF | 150,000 | 150,000 | 67,206 | 67,206 | 145,215 CHF | 146,438 CHF | 99.70% | 99.70% |
04/07/2024 | 1.34% | 2.16 CHF | 2.18 CHF | 60,000 | 60,000 | 48,304 | 48,304 | 103,894 CHF | 105,198 CHF | 99.95% | 99.95% |
03/07/2024 | 1.45% | 2.17 CHF | 2.18 CHF | 150,000 | 150,000 | 67,365 | 67,365 | 145,101 CHF | 146,671 CHF | 100.00% | 100.00% |
02/07/2024 | 1.45% | 2.12 CHF | 2.13 CHF | 150,000 | 150,000 | 66,989 | 66,989 | 142,444 CHF | 144,010 CHF | 100.00% | 100.00% |