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 | 1.83% | 1.31 CHF | 1.32 CHF | 155,000 | 155,000 | 69,461 | 69,461 | 89,148 CHF | 90,408 CHF | 100.00% | 100.00% |
12/07/2024 | 1.85% | 1.30 CHF | 1.31 CHF | 155,000 | 155,000 | 68,423 | 68,423 | 86,685 CHF | 87,921 CHF | 99.97% | 99.97% |
11/07/2024 | 1.86% | 1.22 CHF | 1.23 CHF | 150,000 | 150,000 | 67,377 | 67,377 | 83,576 CHF | 84,799 CHF | 99.85% | 99.85% |
10/07/2024 | 1.85% | 1.26 CHF | 1.27 CHF | 150,000 | 150,000 | 67,380 | 67,380 | 84,537 CHF | 85,760 CHF | 99.99% | 99.99% |
09/07/2024 | 2.52% | 1.23 CHF | 1.24 CHF | 150,000 | 150,000 | 67,453 | 67,453 | 81,966 CHF | 83,523 CHF | 99.73% | 99.73% |
08/07/2024 | 2.16% | 1.13 CHF | 1.14 CHF | 145,000 | 145,000 | 66,581 | 66,581 | 78,040 CHF | 79,415 CHF | 99.92% | 99.92% |
05/07/2024 | 1.87% | 1.24 CHF | 1.25 CHF | 150,000 | 150,000 | 67,190 | 67,190 | 83,647 CHF | 84,870 CHF | 99.69% | 99.69% |
04/07/2024 | 2.32% | 1.24 CHF | 1.26 CHF | 60,000 | 60,000 | 48,304 | 48,304 | 59,473 CHF | 60,776 CHF | 99.95% | 99.95% |
03/07/2024 | 2.53% | 1.25 CHF | 1.26 CHF | 150,000 | 150,000 | 67,364 | 67,364 | 83,112 CHF | 84,682 CHF | 100.00% | 100.00% |
02/07/2024 | 2.54% | 1.20 CHF | 1.21 CHF | 150,000 | 150,000 | 66,982 | 66,982 | 80,625 CHF | 82,191 CHF | 99.99% | 99.99% |