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 | 1.76% | 0.87 CHF | 0.88 CHF | 230,000 | 230,000 | 73,865 | 73,865 | 64,489 CHF | 65,350 CHF | 98.87% | 98.87% |
12/07/2024 | 1.74% | 0.87 CHF | 0.88 CHF | 230,000 | 230,000 | 73,267 | 73,267 | 64,105 CHF | 64,961 CHF | 100.00% | 100.00% |
11/07/2024 | 1.97% | 0.82 CHF | 0.83 CHF | 225,000 | 225,000 | 70,460 | 70,460 | 56,640 CHF | 57,465 CHF | 99.99% | 99.99% |
10/07/2024 | 1.98% | 0.81 CHF | 0.82 CHF | 220,000 | 220,000 | 70,222 | 70,222 | 55,162 CHF | 55,982 CHF | 99.90% | 99.90% |
09/07/2024 | 1.98% | 0.74 CHF | 0.75 CHF | 215,000 | 215,000 | 69,252 | 69,252 | 52,135 CHF | 52,945 CHF | 99.98% | 99.98% |
08/07/2024 | 1.97% | 0.79 CHF | 0.80 CHF | 220,000 | 220,000 | 70,315 | 70,315 | 54,618 CHF | 55,439 CHF | 99.98% | 99.98% |
05/07/2024 | 1.99% | 0.77 CHF | 0.78 CHF | 220,000 | 220,000 | 69,950 | 69,950 | 54,393 CHF | 55,211 CHF | 99.71% | 99.71% |
04/07/2024 | 1.95% | 0.79 CHF | 0.80 CHF | 44,000 | 44,000 | 32,354 | 32,354 | 25,285 CHF | 25,725 CHF | 94.02% | 94.02% |
03/07/2024 | 2.06% | 0.77 CHF | 0.78 CHF | 220,000 | 220,000 | 69,146 | 69,146 | 52,049 CHF | 52,859 CHF | 99.52% | 99.52% |
02/07/2024 | 1.90% | 0.77 CHF | 0.78 CHF | 215,000 | 215,000 | 69,111 | 69,111 | 54,331 CHF | 55,137 CHF | 100.00% | 100.00% |