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 | 2.56% | 0.95 CHF | 0.96 CHF | 155,000 | 155,000 | 69,455 | 69,455 | 63,901 CHF | 65,160 CHF | 99.99% | 99.99% |
12/07/2024 | 2.58% | 0.94 CHF | 0.95 CHF | 155,000 | 155,000 | 68,428 | 68,428 | 61,923 CHF | 63,159 CHF | 99.98% | 99.98% |
11/07/2024 | 2.62% | 0.85 CHF | 0.86 CHF | 150,000 | 150,000 | 67,373 | 67,373 | 59,112 CHF | 60,336 CHF | 99.84% | 99.84% |
10/07/2024 | 2.60% | 0.89 CHF | 0.90 CHF | 150,000 | 150,000 | 67,390 | 67,390 | 59,898 CHF | 61,122 CHF | 100.00% | 100.00% |
09/07/2024 | 3.59% | 0.87 CHF | 0.88 CHF | 150,000 | 150,000 | 67,452 | 67,452 | 57,389 CHF | 58,947 CHF | 99.73% | 99.73% |
08/07/2024 | 3.09% | 0.77 CHF | 0.78 CHF | 145,000 | 145,000 | 66,580 | 66,580 | 53,861 CHF | 55,236 CHF | 99.92% | 99.92% |
05/07/2024 | 2.65% | 0.87 CHF | 0.88 CHF | 150,000 | 150,000 | 67,200 | 67,200 | 59,120 CHF | 60,343 CHF | 99.70% | 99.70% |
04/07/2024 | 3.28% | 0.87 CHF | 0.89 CHF | 60,000 | 60,000 | 48,304 | 48,304 | 41,914 CHF | 43,217 CHF | 99.95% | 99.95% |
03/07/2024 | 3.59% | 0.88 CHF | 0.89 CHF | 150,000 | 150,000 | 67,365 | 67,365 | 58,527 CHF | 60,097 CHF | 100.00% | 100.00% |
02/07/2024 | 3.61% | 0.84 CHF | 0.85 CHF | 150,000 | 150,000 | 66,988 | 66,988 | 56,141 CHF | 57,707 CHF | 100.00% | 100.00% |