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 | 1.97% | 0.78 CHF | 0.79 CHF | 230,000 | 230,000 | 73,865 | 73,865 | 57,843 CHF | 58,704 CHF | 98.86% | 98.86% |
12/07/2024 | 1.94% | 0.78 CHF | 0.79 CHF | 230,000 | 230,000 | 73,263 | 73,263 | 57,501 CHF | 58,357 CHF | 100.00% | 100.00% |
11/07/2024 | 2.22% | 0.73 CHF | 0.74 CHF | 225,000 | 225,000 | 70,460 | 70,460 | 50,298 CHF | 51,123 CHF | 99.99% | 99.99% |
10/07/2024 | 2.23% | 0.72 CHF | 0.73 CHF | 220,000 | 220,000 | 70,221 | 70,221 | 48,830 CHF | 49,650 CHF | 99.90% | 99.90% |
09/07/2024 | 2.24% | 0.64 CHF | 0.65 CHF | 215,000 | 215,000 | 69,253 | 69,253 | 45,879 CHF | 46,690 CHF | 99.98% | 99.98% |
08/07/2024 | 2.23% | 0.70 CHF | 0.71 CHF | 220,000 | 220,000 | 70,315 | 70,315 | 48,280 CHF | 49,101 CHF | 99.98% | 99.98% |
05/07/2024 | 2.25% | 0.68 CHF | 0.69 CHF | 220,000 | 220,000 | 69,947 | 69,947 | 48,088 CHF | 48,906 CHF | 99.71% | 99.71% |
04/07/2024 | 2.20% | 0.70 CHF | 0.71 CHF | 44,000 | 44,000 | 32,354 | 32,354 | 22,368 CHF | 22,808 CHF | 94.02% | 94.02% |
03/07/2024 | 2.34% | 0.68 CHF | 0.69 CHF | 220,000 | 220,000 | 69,146 | 69,146 | 45,786 CHF | 46,596 CHF | 99.52% | 99.52% |
02/07/2024 | 2.14% | 0.68 CHF | 0.69 CHF | 215,000 | 215,000 | 69,108 | 69,108 | 48,076 CHF | 48,882 CHF | 100.00% | 100.00% |