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 | 2.13% | 1.13 CHF | 1.14 CHF | 155,000 | 155,000 | 69,459 | 69,459 | 76,563 CHF | 77,823 CHF | 100.00% | 100.00% |
12/07/2024 | 2.15% | 1.12 CHF | 1.13 CHF | 155,000 | 155,000 | 68,426 | 68,426 | 74,348 CHF | 75,584 CHF | 99.98% | 99.98% |
11/07/2024 | 2.17% | 1.03 CHF | 1.04 CHF | 150,000 | 150,000 | 67,386 | 67,386 | 71,428 CHF | 72,651 CHF | 99.82% | 99.82% |
10/07/2024 | 2.16% | 1.08 CHF | 1.09 CHF | 150,000 | 150,000 | 67,409 | 67,409 | 72,216 CHF | 73,440 CHF | 100.00% | 100.00% |
09/07/2024 | 2.96% | 1.05 CHF | 1.06 CHF | 150,000 | 150,000 | 67,452 | 67,452 | 69,756 CHF | 71,314 CHF | 99.73% | 99.73% |
08/07/2024 | 2.54% | 0.95 CHF | 0.96 CHF | 145,000 | 145,000 | 66,583 | 66,583 | 66,003 CHF | 67,378 CHF | 99.92% | 99.92% |
05/07/2024 | 2.19% | 1.05 CHF | 1.06 CHF | 150,000 | 150,000 | 67,192 | 67,192 | 71,443 CHF | 72,666 CHF | 99.69% | 99.69% |
04/07/2024 | 2.72% | 1.06 CHF | 1.08 CHF | 60,000 | 60,000 | 48,304 | 48,304 | 50,716 CHF | 52,020 CHF | 99.95% | 99.95% |
03/07/2024 | 2.97% | 1.07 CHF | 1.08 CHF | 150,000 | 150,000 | 67,364 | 67,364 | 70,848 CHF | 72,418 CHF | 100.00% | 100.00% |
02/07/2024 | 2.98% | 1.02 CHF | 1.03 CHF | 150,000 | 150,000 | 66,988 | 66,988 | 68,449 CHF | 70,015 CHF | 100.00% | 100.00% |