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 | 1.66% | 0.62 CHF | 0.63 CHF | 200,000 | 200,000 | 88,821 | 88,821 | 54,637 CHF | 55,527 CHF | 100.00% | 100.00% |
12/07/2024 | 1.72% | 0.61 CHF | 0.62 CHF | 200,000 | 200,000 | 86,695 | 86,695 | 51,634 CHF | 52,510 CHF | 100.00% | 100.00% |
11/07/2024 | 1.53% | 0.63 CHF | 0.64 CHF | 200,000 | 200,000 | 88,671 | 88,671 | 57,964 CHF | 58,852 CHF | 100.00% | 100.00% |
10/07/2024 | 1.49% | 0.69 CHF | 0.70 CHF | 205,000 | 205,000 | 91,699 | 91,699 | 62,663 CHF | 63,584 CHF | 99.90% | 99.90% |
09/07/2024 | 1.80% | 0.70 CHF | 0.71 CHF | 210,000 | 210,000 | 89,104 | 89,104 | 61,790 CHF | 62,722 CHF | 99.74% | 99.74% |
08/07/2024 | 1.57% | 0.70 CHF | 0.71 CHF | 210,000 | 210,000 | 91,249 | 91,249 | 62,826 CHF | 63,767 CHF | 99.28% | 99.28% |
05/07/2024 | 1.47% | 0.70 CHF | 0.71 CHF | 210,000 | 210,000 | 93,270 | 93,270 | 64,549 CHF | 65,484 CHF | 99.90% | 99.90% |
04/07/2024 | 1.44% | 0.69 CHF | 0.70 CHF | 82,000 | 82,000 | 66,108 | 66,108 | 45,455 CHF | 46,116 CHF | 99.54% | 99.54% |
03/07/2024 | 1.61% | 0.70 CHF | 0.71 CHF | 210,000 | 210,000 | 87,261 | 87,261 | 61,343 CHF | 62,281 CHF | 100.00% | 100.00% |
02/07/2024 | 1.43% | 0.73 CHF | 0.74 CHF | 210,000 | 210,000 | 93,643 | 93,643 | 67,892 CHF | 68,836 CHF | 100.00% | 100.00% |