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 | 2.40% | 0.43 CHF | 0.44 CHF | 270,000 | 270,000 | 121,095 | 121,095 | 51,570 CHF | 52,787 CHF | 99.99% | 99.99% |
12/07/2024 | 2.06% | 0.48 CHF | 0.49 CHF | 280,000 | 280,000 | 117,434 | 117,434 | 58,019 CHF | 59,199 CHF | 99.90% | 99.90% |
11/07/2024 | 2.50% | 0.43 CHF | 0.44 CHF | 300,000 | 300,000 | 135,245 | 135,245 | 56,063 CHF | 57,421 CHF | 99.99% | 99.99% |
10/07/2024 | 2.92% | 0.38 CHF | 0.39 CHF | 310,000 | 310,000 | 139,831 | 139,831 | 49,837 CHF | 51,242 CHF | 100.00% | 100.00% |
09/07/2024 | 3.28% | 0.35 CHF | 0.36 CHF | 340,000 | 340,000 | 153,677 | 153,677 | 48,111 CHF | 49,657 CHF | 100.00% | 100.00% |
08/07/2024 | 3.49% | 0.28 CHF | 0.29 CHF | 330,000 | 330,000 | 149,234 | 149,234 | 43,125 CHF | 44,625 CHF | 99.99% | 99.99% |
05/07/2024 | 3.12% | 0.31 CHF | 0.32 CHF | 320,000 | 320,000 | 142,244 | 142,244 | 45,232 CHF | 46,660 CHF | 99.63% | 99.63% |
04/07/2024 | 2.88% | 0.34 CHF | 0.35 CHF | 130,000 | 130,000 | 103,415 | 103,415 | 35,383 CHF | 36,417 CHF | 100.00% | 100.00% |
03/07/2024 | 3.22% | 0.35 CHF | 0.36 CHF | 340,000 | 340,000 | 153,901 | 153,901 | 49,771 CHF | 51,317 CHF | 100.00% | 100.00% |
02/07/2024 | 3.86% | 0.28 CHF | 0.29 CHF | 370,000 | 370,000 | 168,030 | 168,030 | 44,241 CHF | 45,929 CHF | 100.00% | 100.00% |