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 | 2.84% | 0.86 CHF | 0.87 CHF | 155,000 | 155,000 | 69,453 | 69,453 | 57,642 CHF | 58,901 CHF | 99.99% | 99.99% |
12/07/2024 | 2.87% | 0.85 CHF | 0.86 CHF | 155,000 | 155,000 | 68,428 | 68,428 | 55,738 CHF | 56,974 CHF | 99.98% | 99.98% |
11/07/2024 | 2.91% | 0.76 CHF | 0.77 CHF | 150,000 | 150,000 | 67,379 | 67,379 | 53,035 CHF | 54,258 CHF | 99.82% | 99.82% |
10/07/2024 | 2.89% | 0.80 CHF | 0.81 CHF | 150,000 | 150,000 | 67,409 | 67,409 | 53,828 CHF | 55,052 CHF | 100.00% | 100.00% |
09/07/2024 | 4.02% | 0.78 CHF | 0.79 CHF | 150,000 | 150,000 | 67,451 | 67,451 | 51,286 CHF | 52,844 CHF | 99.73% | 99.73% |
08/07/2024 | 3.46% | 0.68 CHF | 0.69 CHF | 145,000 | 145,000 | 66,583 | 66,583 | 47,848 CHF | 49,223 CHF | 99.92% | 99.92% |
05/07/2024 | 2.95% | 0.78 CHF | 0.79 CHF | 150,000 | 150,000 | 67,203 | 67,203 | 53,042 CHF | 54,265 CHF | 99.70% | 99.70% |
04/07/2024 | 3.66% | 0.78 CHF | 0.80 CHF | 60,000 | 60,000 | 48,304 | 48,304 | 37,529 CHF | 38,833 CHF | 99.95% | 99.95% |
03/07/2024 | 4.01% | 0.79 CHF | 0.80 CHF | 150,000 | 150,000 | 67,364 | 67,364 | 52,407 CHF | 53,977 CHF | 100.00% | 100.00% |
02/07/2024 | 4.04% | 0.75 CHF | 0.76 CHF | 150,000 | 150,000 | 66,986 | 66,986 | 49,997 CHF | 51,563 CHF | 100.00% | 100.00% |