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 | 2.33% | 1.04 CHF | 1.05 CHF | 155,000 | 155,000 | 69,455 | 69,455 | 70,165 CHF | 71,424 CHF | 99.99% | 99.99% |
12/07/2024 | 2.35% | 1.03 CHF | 1.04 CHF | 155,000 | 155,000 | 68,426 | 68,426 | 68,095 CHF | 69,330 CHF | 99.98% | 99.98% |
11/07/2024 | 2.38% | 0.94 CHF | 0.95 CHF | 150,000 | 150,000 | 67,377 | 67,377 | 65,197 CHF | 66,420 CHF | 99.81% | 99.81% |
10/07/2024 | 2.36% | 0.98 CHF | 0.99 CHF | 150,000 | 150,000 | 67,410 | 67,410 | 65,999 CHF | 67,223 CHF | 100.00% | 100.00% |
09/07/2024 | 3.25% | 0.96 CHF | 0.97 CHF | 150,000 | 150,000 | 67,452 | 67,452 | 63,533 CHF | 65,090 CHF | 99.73% | 99.73% |
08/07/2024 | 2.79% | 0.86 CHF | 0.87 CHF | 145,000 | 145,000 | 66,582 | 66,582 | 59,882 CHF | 61,257 CHF | 99.92% | 99.92% |
05/07/2024 | 2.40% | 0.96 CHF | 0.97 CHF | 150,000 | 150,000 | 67,201 | 67,201 | 65,212 CHF | 66,435 CHF | 99.70% | 99.70% |
04/07/2024 | 2.98% | 0.96 CHF | 0.98 CHF | 60,000 | 60,000 | 48,304 | 48,304 | 46,291 CHF | 47,595 CHF | 99.95% | 99.95% |
03/07/2024 | 3.25% | 0.97 CHF | 0.98 CHF | 150,000 | 150,000 | 67,364 | 67,364 | 64,622 CHF | 66,192 CHF | 100.00% | 100.00% |
02/07/2024 | 3.27% | 0.93 CHF | 0.94 CHF | 150,000 | 150,000 | 66,988 | 66,988 | 62,252 CHF | 63,818 CHF | 100.00% | 100.00% |