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 | 1.47% | 1.04 CHF | 1.05 CHF | 230,000 | 230,000 | 73,865 | 73,865 | 77,452 CHF | 78,312 CHF | 98.87% | 98.87% |
12/07/2024 | 1.45% | 1.05 CHF | 1.06 CHF | 230,000 | 230,000 | 73,262 | 73,262 | 77,019 CHF | 77,875 CHF | 100.00% | 100.00% |
11/07/2024 | 1.62% | 1.00 CHF | 1.01 CHF | 225,000 | 225,000 | 70,431 | 70,431 | 69,046 CHF | 69,870 CHF | 99.97% | 99.97% |
10/07/2024 | 1.62% | 0.99 CHF | 1.00 CHF | 220,000 | 220,000 | 70,221 | 70,221 | 67,583 CHF | 68,404 CHF | 99.90% | 99.90% |
09/07/2024 | 1.61% | 0.91 CHF | 0.92 CHF | 215,000 | 215,000 | 69,252 | 69,252 | 64,364 CHF | 65,174 CHF | 99.98% | 99.98% |
08/07/2024 | 1.61% | 0.96 CHF | 0.97 CHF | 220,000 | 220,000 | 70,315 | 70,315 | 67,012 CHF | 67,833 CHF | 99.98% | 99.98% |
05/07/2024 | 1.62% | 0.95 CHF | 0.96 CHF | 220,000 | 220,000 | 69,941 | 69,941 | 66,767 CHF | 67,585 CHF | 99.70% | 99.70% |
04/07/2024 | 1.59% | 0.97 CHF | 0.98 CHF | 44,000 | 44,000 | 32,353 | 32,353 | 31,063 CHF | 31,503 CHF | 94.01% | 94.01% |
03/07/2024 | 1.67% | 0.94 CHF | 0.95 CHF | 220,000 | 220,000 | 69,146 | 69,146 | 64,342 CHF | 65,151 CHF | 99.52% | 99.52% |
02/07/2024 | 1.56% | 0.95 CHF | 0.96 CHF | 215,000 | 215,000 | 69,111 | 69,111 | 66,672 CHF | 67,478 CHF | 100.00% | 100.00% |