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 | 2.23% | 1.08 CHF | 1.09 CHF | 155,000 | 155,000 | 69,460 | 69,460 | 73,270 CHF | 74,530 CHF | 100.00% | 100.00% |
12/07/2024 | 2.25% | 1.07 CHF | 1.08 CHF | 155,000 | 155,000 | 68,428 | 68,428 | 71,031 CHF | 72,267 CHF | 99.98% | 99.98% |
11/07/2024 | 2.28% | 0.99 CHF | 1.00 CHF | 150,000 | 150,000 | 67,386 | 67,386 | 68,153 CHF | 69,376 CHF | 99.83% | 99.83% |
10/07/2024 | 2.26% | 1.03 CHF | 1.04 CHF | 150,000 | 150,000 | 67,401 | 67,401 | 69,073 CHF | 70,297 CHF | 99.99% | 99.99% |
09/07/2024 | 3.11% | 1.00 CHF | 1.01 CHF | 150,000 | 150,000 | 67,441 | 67,441 | 66,446 CHF | 68,004 CHF | 99.76% | 99.76% |
08/07/2024 | 2.67% | 0.90 CHF | 0.91 CHF | 145,000 | 145,000 | 66,582 | 66,582 | 62,762 CHF | 64,137 CHF | 99.92% | 99.92% |
05/07/2024 | 2.30% | 1.01 CHF | 1.02 CHF | 150,000 | 150,000 | 67,205 | 67,205 | 68,224 CHF | 69,447 CHF | 99.70% | 99.70% |
04/07/2024 | 2.85% | 1.01 CHF | 1.03 CHF | 60,000 | 60,000 | 48,304 | 48,304 | 48,334 CHF | 49,638 CHF | 99.95% | 99.95% |
03/07/2024 | 3.11% | 1.02 CHF | 1.03 CHF | 150,000 | 150,000 | 67,365 | 67,365 | 67,583 CHF | 69,153 CHF | 100.00% | 100.00% |
02/07/2024 | 3.13% | 0.97 CHF | 0.98 CHF | 150,000 | 150,000 | 66,979 | 66,979 | 65,132 CHF | 66,698 CHF | 99.99% | 99.99% |