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 | 1.75% | 0.57 CHF | 0.58 CHF | 290,000 | 290,000 | 290,000 | 290,000 | 164,400 CHF | 167,300 CHF | 99.92% | 99.92% |
12/07/2024 | 1.52% | 0.63 CHF | 0.64 CHF | 290,000 | 290,000 | 290,000 | 290,000 | 189,116 CHF | 192,016 CHF | 99.89% | 99.89% |
11/07/2024 | 1.66% | 0.62 CHF | 0.63 CHF | 290,000 | 290,000 | 290,000 | 290,000 | 173,821 CHF | 176,721 CHF | 99.93% | 99.93% |
10/07/2024 | 1.79% | 0.61 CHF | 0.62 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 166,353 CHF | 169,353 CHF | 99.90% | 99.90% |
09/07/2024 | 1.65% | 0.62 CHF | 0.63 CHF | 290,000 | 290,000 | 289,023 | 289,023 | 175,049 CHF | 177,949 CHF | 100.00% | 100.00% |
08/07/2024 | 1.54% | 0.66 CHF | 0.67 CHF | 290,000 | 290,000 | 289,489 | 289,489 | 187,600 CHF | 190,500 CHF | 100.00% | 100.00% |
05/07/2024 | 1.31% | 0.79 CHF | 0.80 CHF | 280,000 | 280,000 | 280,000 | 280,000 | 213,080 CHF | 215,880 CHF | 99.85% | 99.85% |
04/07/2024 | 1.37% | 0.76 CHF | 0.77 CHF | 290,000 | 290,000 | 290,000 | 290,000 | 210,307 CHF | 213,207 CHF | 100.00% | 100.00% |
03/07/2024 | 1.42% | 0.69 CHF | 0.70 CHF | 290,000 | 290,000 | 290,000 | 290,000 | 202,593 CHF | 205,493 CHF | 99.91% | 99.91% |
02/07/2024 | 1.30% | 0.73 CHF | 0.74 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 229,279 CHF | 232,279 CHF | 100.00% | 100.00% |