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 | 1.53% | 1.56 CHF | 1.57 CHF | 155,000 | 155,000 | 69,455 | 69,455 | 106,295 CHF | 107,555 CHF | 99.99% | 99.99% |
12/07/2024 | 1.54% | 1.55 CHF | 1.56 CHF | 155,000 | 155,000 | 68,426 | 68,426 | 103,686 CHF | 104,922 CHF | 99.98% | 99.98% |
11/07/2024 | 1.55% | 1.46 CHF | 1.47 CHF | 150,000 | 150,000 | 67,384 | 67,384 | 100,282 CHF | 101,505 CHF | 99.82% | 99.82% |
10/07/2024 | 1.55% | 1.51 CHF | 1.52 CHF | 150,000 | 150,000 | 67,410 | 67,410 | 101,213 CHF | 102,436 CHF | 100.00% | 100.00% |
09/07/2024 | 2.10% | 1.48 CHF | 1.49 CHF | 150,000 | 150,000 | 67,440 | 67,440 | 98,709 CHF | 100,267 CHF | 99.77% | 99.77% |
08/07/2024 | 1.80% | 1.38 CHF | 1.39 CHF | 145,000 | 145,000 | 66,582 | 66,582 | 94,537 CHF | 95,911 CHF | 99.92% | 99.92% |
05/07/2024 | 1.56% | 1.48 CHF | 1.49 CHF | 150,000 | 150,000 | 67,193 | 67,193 | 100,339 CHF | 101,562 CHF | 99.69% | 99.69% |
04/07/2024 | 1.94% | 1.49 CHF | 1.51 CHF | 60,000 | 60,000 | 48,304 | 48,304 | 71,514 CHF | 72,817 CHF | 99.95% | 99.95% |
03/07/2024 | 2.10% | 1.50 CHF | 1.51 CHF | 150,000 | 150,000 | 67,365 | 67,365 | 99,914 CHF | 101,484 CHF | 100.00% | 100.00% |
02/07/2024 | 2.11% | 1.45 CHF | 1.46 CHF | 150,000 | 150,000 | 66,981 | 66,981 | 97,373 CHF | 98,938 CHF | 99.99% | 99.99% |