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 | 3.19% | 0.77 CHF | 0.78 CHF | 155,000 | 155,000 | 69,453 | 69,453 | 51,385 CHF | 52,645 CHF | 99.99% | 99.99% |
12/07/2024 | 3.23% | 0.76 CHF | 0.77 CHF | 155,000 | 155,000 | 68,426 | 68,426 | 49,569 CHF | 50,804 CHF | 99.98% | 99.98% |
11/07/2024 | 3.28% | 0.67 CHF | 0.68 CHF | 150,000 | 150,000 | 67,379 | 67,379 | 46,939 CHF | 48,162 CHF | 99.82% | 99.82% |
10/07/2024 | 3.26% | 0.71 CHF | 0.72 CHF | 150,000 | 150,000 | 67,410 | 67,410 | 47,715 CHF | 48,939 CHF | 100.00% | 100.00% |
09/07/2024 | 4.55% | 0.68 CHF | 0.69 CHF | 150,000 | 150,000 | 67,451 | 67,451 | 45,180 CHF | 46,737 CHF | 99.73% | 99.73% |
08/07/2024 | 3.93% | 0.59 CHF | 0.60 CHF | 145,000 | 145,000 | 66,581 | 66,581 | 41,818 CHF | 43,193 CHF | 99.92% | 99.92% |
05/07/2024 | 3.33% | 0.69 CHF | 0.70 CHF | 150,000 | 150,000 | 67,205 | 67,205 | 46,959 CHF | 48,182 CHF | 99.70% | 99.70% |
04/07/2024 | 4.14% | 0.69 CHF | 0.71 CHF | 60,000 | 60,000 | 48,304 | 48,304 | 33,138 CHF | 34,442 CHF | 99.95% | 99.95% |
03/07/2024 | 4.55% | 0.70 CHF | 0.71 CHF | 150,000 | 150,000 | 67,365 | 67,365 | 46,268 CHF | 47,838 CHF | 100.00% | 100.00% |
02/07/2024 | 4.58% | 0.65 CHF | 0.66 CHF | 150,000 | 150,000 | 66,980 | 66,980 | 43,901 CHF | 45,467 CHF | 99.99% | 99.99% |