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 | 1.65% | 0.62 CHF | 0.63 CHF | 160,000 | 160,000 | 72,078 | 72,078 | 44,659 CHF | 45,383 CHF | 99.86% | 99.86% |
12/07/2024 | 1.62% | 0.62 CHF | 0.63 CHF | 160,000 | 160,000 | 72,258 | 72,258 | 44,889 CHF | 45,614 CHF | 99.53% | 99.53% |
11/07/2024 | 1.52% | 0.65 CHF | 0.66 CHF | 140,000 | 140,000 | 65,508 | 65,508 | 43,909 CHF | 44,567 CHF | 99.67% | 99.67% |
10/07/2024 | 1.53% | 0.67 CHF | 0.68 CHF | 140,000 | 140,000 | 65,452 | 65,452 | 43,920 CHF | 44,577 CHF | 99.93% | 99.93% |
09/07/2024 | 1.58% | 0.65 CHF | 0.66 CHF | 140,000 | 140,000 | 65,289 | 65,289 | 42,674 CHF | 43,331 CHF | 99.76% | 99.76% |
08/07/2024 | 1.63% | 0.63 CHF | 0.64 CHF | 160,000 | 160,000 | 72,045 | 72,045 | 45,231 CHF | 45,955 CHF | 99.89% | 99.89% |
05/07/2024 | 1.84% | 0.61 CHF | 0.62 CHF | 160,000 | 160,000 | 67,256 | 67,256 | 39,590 CHF | 40,284 CHF | 99.56% | 99.56% |
04/07/2024 | 1.67% | 0.60 CHF | 0.61 CHF | 70,000 | 70,000 | 53,891 | 53,891 | 32,283 CHF | 32,823 CHF | 100.00% | 100.00% |
03/07/2024 | 1.64% | 0.60 CHF | 0.61 CHF | 160,000 | 160,000 | 72,164 | 72,164 | 44,719 CHF | 45,444 CHF | 100.00% | 100.00% |
02/07/2024 | 1.70% | 0.61 CHF | 0.62 CHF | 160,000 | 160,000 | 71,061 | 71,061 | 42,719 CHF | 43,432 CHF | 100.00% | 100.00% |