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 | 2.18% | 0.86 CHF | 0.87 CHF | 150,000 | 150,000 | 67,325 | 67,325 | 56,415 CHF | 57,450 CHF | 99.15% | 99.15% |
12/07/2024 | 2.21% | 0.80 CHF | 0.81 CHF | 150,000 | 150,000 | 66,874 | 66,874 | 54,389 CHF | 55,422 CHF | 98.51% | 98.51% |
11/07/2024 | 2.11% | 0.82 CHF | 0.83 CHF | 150,000 | 150,000 | 67,025 | 67,025 | 56,502 CHF | 57,534 CHF | 97.47% | 97.47% |
10/07/2024 | 2.12% | 0.88 CHF | 0.89 CHF | 150,000 | 150,000 | 65,932 | 65,932 | 56,719 CHF | 57,747 CHF | 97.01% | 97.01% |
09/07/2024 | 2.20% | 0.81 CHF | 0.82 CHF | 150,000 | 150,000 | 67,710 | 67,710 | 55,119 CHF | 56,159 CHF | 93.60% | 93.60% |
08/07/2024 | 2.46% | 0.82 CHF | 0.83 CHF | 160,000 | 160,000 | 66,178 | 66,178 | 49,934 CHF | 50,962 CHF | 98.06% | 98.06% |
05/07/2024 | 2.44% | 0.74 CHF | 0.75 CHF | 150,000 | 150,000 | 66,883 | 66,883 | 49,333 CHF | 50,365 CHF | 94.99% | 94.99% |
04/07/2024 | 2.67% | 0.73 CHF | 0.75 CHF | 60,000 | 60,000 | 49,275 | 49,275 | 36,443 CHF | 37,428 CHF | 98.77% | 98.77% |
03/07/2024 | 2.49% | 0.75 CHF | 0.76 CHF | 150,000 | 150,000 | 66,621 | 66,621 | 48,739 CHF | 49,769 CHF | 96.98% | 96.98% |
02/07/2024 | 2.54% | 0.72 CHF | 0.73 CHF | 160,000 | 160,000 | 71,089 | 71,089 | 51,064 CHF | 52,163 CHF | 98.01% | 98.01% |