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 | 0.77% | 1.99 CHF | 2.00 CHF | 190,000 | 190,000 | 93,553 | 93,553 | 187,468 CHF | 188,758 CHF | 99.04% | 99.04% |
12/07/2024 | 0.73% | 2.01 CHF | 2.02 CHF | 190,000 | 190,000 | 96,422 | 96,422 | 200,303 CHF | 201,642 CHF | 100.00% | 100.00% |
11/07/2024 | 0.78% | 2.06 CHF | 2.07 CHF | 200,000 | 200,000 | 94,033 | 94,033 | 190,088 CHF | 191,389 CHF | 100.00% | 100.00% |
10/07/2024 | 0.77% | 2.02 CHF | 2.03 CHF | 190,000 | 190,000 | 93,152 | 93,152 | 188,452 CHF | 189,741 CHF | 100.00% | 100.00% |
09/07/2024 | 0.78% | 2.07 CHF | 2.08 CHF | 200,000 | 200,000 | 95,330 | 95,330 | 191,962 CHF | 193,270 CHF | 98.82% | 98.82% |
08/07/2024 | 0.73% | 2.11 CHF | 2.12 CHF | 200,000 | 200,000 | 97,420 | 97,420 | 208,500 CHF | 209,855 CHF | 100.00% | 100.00% |
05/07/2024 | 0.67% | 2.24 CHF | 2.25 CHF | 210,000 | 210,000 | 103,023 | 103,023 | 237,402 CHF | 238,825 CHF | 98.97% | 98.97% |
04/07/2024 | 0.66% | 2.32 CHF | 2.33 CHF | 74,000 | 74,000 | 74,000 | 74,000 | 171,758 CHF | 172,893 CHF | 99.44% | 99.44% |
03/07/2024 | 0.66% | 2.33 CHF | 2.34 CHF | 210,000 | 210,000 | 103,144 | 103,144 | 241,473 CHF | 242,901 CHF | 99.64% | 99.64% |
02/07/2024 | 0.65% | 2.37 CHF | 2.38 CHF | 220,000 | 220,000 | 106,684 | 106,684 | 253,265 CHF | 254,742 CHF | 100.00% | 100.00% |