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 | 1.97% | 0.52 CHF | 0.53 CHF | 200,000 | 200,000 | 88,809 | 88,809 | 46,038 CHF | 46,928 CHF | 99.99% | 99.99% |
12/07/2024 | 2.04% | 0.52 CHF | 0.53 CHF | 200,000 | 200,000 | 86,692 | 86,692 | 43,363 CHF | 44,240 CHF | 100.00% | 100.00% |
11/07/2024 | 1.79% | 0.53 CHF | 0.54 CHF | 200,000 | 200,000 | 88,669 | 88,669 | 49,366 CHF | 50,255 CHF | 100.00% | 100.00% |
10/07/2024 | 1.73% | 0.59 CHF | 0.60 CHF | 205,000 | 205,000 | 91,700 | 91,700 | 53,777 CHF | 54,698 CHF | 99.90% | 99.90% |
09/07/2024 | 2.08% | 0.60 CHF | 0.61 CHF | 210,000 | 210,000 | 89,106 | 89,106 | 53,215 CHF | 54,147 CHF | 99.74% | 99.74% |
08/07/2024 | 1.83% | 0.60 CHF | 0.61 CHF | 210,000 | 210,000 | 91,246 | 91,246 | 53,979 CHF | 54,920 CHF | 99.28% | 99.28% |
05/07/2024 | 1.72% | 0.60 CHF | 0.61 CHF | 210,000 | 210,000 | 93,271 | 93,271 | 55,447 CHF | 56,382 CHF | 99.90% | 99.90% |
04/07/2024 | 1.68% | 0.60 CHF | 0.61 CHF | 82,000 | 82,000 | 66,098 | 66,098 | 39,016 CHF | 39,677 CHF | 99.61% | 99.61% |
03/07/2024 | 1.87% | 0.61 CHF | 0.62 CHF | 210,000 | 210,000 | 87,261 | 87,261 | 52,849 CHF | 53,787 CHF | 100.00% | 100.00% |
02/07/2024 | 1.65% | 0.63 CHF | 0.64 CHF | 210,000 | 210,000 | 93,643 | 93,643 | 58,735 CHF | 59,679 CHF | 100.00% | 100.00% |