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 | 2.12% | 0.74 CHF | 0.75 CHF | 310,000 | 310,000 | 138,919 | 138,919 | 101,442 CHF | 103,248 CHF | 100.00% | 100.00% |
12/07/2024 | 2.14% | 0.74 CHF | 0.75 CHF | 310,000 | 310,000 | 136,402 | 136,402 | 98,449 CHF | 100,217 CHF | 99.98% | 99.98% |
11/07/2024 | 2.16% | 0.69 CHF | 0.70 CHF | 300,000 | 300,000 | 134,225 | 134,225 | 95,043 CHF | 96,786 CHF | 99.85% | 99.85% |
10/07/2024 | 2.15% | 0.72 CHF | 0.73 CHF | 300,000 | 300,000 | 134,288 | 134,288 | 95,900 CHF | 97,644 CHF | 100.00% | 100.00% |
09/07/2024 | 2.52% | 0.70 CHF | 0.71 CHF | 300,000 | 300,000 | 134,374 | 134,374 | 93,579 CHF | 95,588 CHF | 99.73% | 99.73% |
08/07/2024 | 2.58% | 0.65 CHF | 0.66 CHF | 290,000 | 290,000 | 132,321 | 132,321 | 89,282 CHF | 91,297 CHF | 99.73% | 99.73% |
05/07/2024 | 2.17% | 0.70 CHF | 0.71 CHF | 300,000 | 300,000 | 133,867 | 133,867 | 95,054 CHF | 96,795 CHF | 99.70% | 99.70% |
04/07/2024 | 2.15% | 0.71 CHF | 0.72 CHF | 120,000 | 120,000 | 96,102 | 96,102 | 67,685 CHF | 69,045 CHF | 99.91% | 99.91% |
03/07/2024 | 2.53% | 0.71 CHF | 0.72 CHF | 300,000 | 300,000 | 134,134 | 134,134 | 94,909 CHF | 96,941 CHF | 99.96% | 99.96% |
02/07/2024 | 2.55% | 0.69 CHF | 0.70 CHF | 300,000 | 300,000 | 133,443 | 133,443 | 92,365 CHF | 94,389 CHF | 100.00% | 100.00% |