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 | 4.01% | 0.61 CHF | 0.62 CHF | 120,000 | 120,000 | 54,041 | 54,041 | 32,239 CHF | 33,215 CHF | 99.99% | 99.99% |
12/07/2024 | 2.82% | 0.60 CHF | 0.61 CHF | 120,000 | 120,000 | 54,679 | 54,679 | 34,355 CHF | 35,185 CHF | 100.00% | 100.00% |
11/07/2024 | 2.62% | 0.67 CHF | 0.68 CHF | 122,000 | 122,000 | 55,189 | 55,189 | 37,173 CHF | 38,009 CHF | 99.83% | 99.83% |
10/07/2024 | 2.69% | 0.68 CHF | 0.69 CHF | 122,000 | 122,000 | 54,892 | 54,892 | 36,551 CHF | 37,384 CHF | 100.00% | 100.00% |
09/07/2024 | 3.90% | 0.63 CHF | 0.64 CHF | 120,000 | 120,000 | 53,755 | 53,755 | 32,198 CHF | 33,171 CHF | 99.77% | 99.77% |
08/07/2024 | 4.43% | 0.55 CHF | 0.56 CHF | 118,000 | 118,000 | 53,240 | 53,240 | 28,039 CHF | 29,007 CHF | 100.00% | 100.00% |
05/07/2024 | 4.50% | 0.54 CHF | 0.55 CHF | 118,000 | 118,000 | 52,342 | 52,342 | 27,371 CHF | 28,318 CHF | 99.81% | 99.81% |
04/07/2024 | 4.88% | 0.51 CHF | 0.53 CHF | 47,000 | 47,000 | 37,434 | 37,434 | 18,973 CHF | 19,876 CHF | 99.98% | 99.98% |
03/07/2024 | 4.68% | 0.52 CHF | 0.53 CHF | 116,000 | 116,000 | 52,038 | 52,038 | 25,639 CHF | 26,582 CHF | 99.98% | 99.98% |
02/07/2024 | 4.75% | 0.50 CHF | 0.51 CHF | 116,000 | 116,000 | 51,750 | 51,750 | 25,244 CHF | 26,182 CHF | 100.00% | 100.00% |