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 | 1.75% | 1.37 CHF | 1.38 CHF | 155,000 | 155,000 | 69,454 | 69,454 | 93,097 CHF | 94,357 CHF | 99.99% | 99.99% |
12/07/2024 | 1.76% | 1.36 CHF | 1.37 CHF | 155,000 | 155,000 | 68,428 | 68,428 | 90,697 CHF | 91,932 CHF | 99.98% | 99.98% |
11/07/2024 | 1.78% | 1.27 CHF | 1.28 CHF | 150,000 | 150,000 | 67,387 | 67,387 | 87,487 CHF | 88,711 CHF | 99.82% | 99.82% |
10/07/2024 | 1.77% | 1.32 CHF | 1.33 CHF | 150,000 | 150,000 | 67,410 | 67,410 | 88,357 CHF | 89,581 CHF | 100.00% | 100.00% |
09/07/2024 | 2.41% | 1.29 CHF | 1.30 CHF | 150,000 | 150,000 | 67,439 | 67,439 | 85,864 CHF | 87,421 CHF | 99.77% | 99.77% |
08/07/2024 | 2.07% | 1.19 CHF | 1.20 CHF | 145,000 | 145,000 | 66,583 | 66,583 | 81,866 CHF | 83,241 CHF | 99.92% | 99.92% |
05/07/2024 | 1.79% | 1.29 CHF | 1.30 CHF | 150,000 | 150,000 | 67,201 | 67,201 | 87,475 CHF | 88,698 CHF | 99.70% | 99.70% |
04/07/2024 | 2.22% | 1.30 CHF | 1.32 CHF | 60,000 | 60,000 | 48,304 | 48,304 | 62,297 CHF | 63,601 CHF | 99.95% | 99.95% |
03/07/2024 | 2.41% | 1.31 CHF | 1.32 CHF | 150,000 | 150,000 | 67,365 | 67,365 | 87,017 CHF | 88,588 CHF | 100.00% | 100.00% |
02/07/2024 | 2.42% | 1.26 CHF | 1.27 CHF | 150,000 | 150,000 | 66,980 | 66,980 | 84,535 CHF | 86,101 CHF | 99.99% | 99.99% |