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 | 1.89% | 0.83 CHF | 0.84 CHF | 310,000 | 310,000 | 138,915 | 138,915 | 113,952 CHF | 115,758 CHF | 100.00% | 100.00% |
12/07/2024 | 1.90% | 0.83 CHF | 0.84 CHF | 310,000 | 310,000 | 136,406 | 136,406 | 110,742 CHF | 112,510 CHF | 99.98% | 99.98% |
11/07/2024 | 1.92% | 0.78 CHF | 0.79 CHF | 300,000 | 300,000 | 134,226 | 134,226 | 107,158 CHF | 108,901 CHF | 99.85% | 99.85% |
10/07/2024 | 1.91% | 0.81 CHF | 0.82 CHF | 300,000 | 300,000 | 134,271 | 134,271 | 108,182 CHF | 109,925 CHF | 99.99% | 99.99% |
09/07/2024 | 2.23% | 0.79 CHF | 0.80 CHF | 300,000 | 300,000 | 134,368 | 134,368 | 105,786 CHF | 107,795 CHF | 99.74% | 99.74% |
08/07/2024 | 2.29% | 0.74 CHF | 0.75 CHF | 290,000 | 290,000 | 132,134 | 132,134 | 101,133 CHF | 103,146 CHF | 99.63% | 99.63% |
05/07/2024 | 1.93% | 0.79 CHF | 0.80 CHF | 300,000 | 300,000 | 133,863 | 133,863 | 107,238 CHF | 108,979 CHF | 99.69% | 99.69% |
04/07/2024 | 1.91% | 0.80 CHF | 0.81 CHF | 120,000 | 120,000 | 96,099 | 96,099 | 76,408 CHF | 77,768 CHF | 99.93% | 99.93% |
03/07/2024 | 2.25% | 0.80 CHF | 0.81 CHF | 300,000 | 300,000 | 134,173 | 134,173 | 107,082 CHF | 109,114 CHF | 99.98% | 99.98% |
02/07/2024 | 2.26% | 0.78 CHF | 0.79 CHF | 300,000 | 300,000 | 133,279 | 133,279 | 104,414 CHF | 106,437 CHF | 99.90% | 99.90% |