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 | 1.29% | 0.78 CHF | 0.79 CHF | 100,000 | 100,000 | 104,998 | 104,998 | 80,932 CHF | 81,982 CHF | 100.00% | 100.00% |
12/07/2024 | 1.28% | 0.77 CHF | 0.78 CHF | 105,000 | 105,000 | 103,891 | 103,891 | 80,443 CHF | 81,482 CHF | 100.00% | 100.00% |
11/07/2024 | 1.29% | 0.76 CHF | 0.77 CHF | 105,000 | 105,000 | 103,936 | 103,936 | 80,055 CHF | 81,096 CHF | 100.00% | 100.00% |
10/07/2024 | 1.29% | 0.78 CHF | 0.79 CHF | 105,000 | 105,000 | 103,940 | 103,940 | 80,325 CHF | 81,364 CHF | 100.00% | 100.00% |
09/07/2024 | 1.35% | 0.73 CHF | 0.74 CHF | 105,000 | 105,000 | 105,000 | 105,000 | 76,992 CHF | 78,042 CHF | 100.00% | 100.00% |
08/07/2024 | 1.33% | 0.74 CHF | 0.75 CHF | 105,000 | 105,000 | 105,000 | 105,000 | 78,700 CHF | 79,750 CHF | 100.00% | 100.00% |
05/07/2024 | 1.37% | 0.73 CHF | 0.74 CHF | 105,000 | 105,000 | 105,000 | 105,000 | 76,284 CHF | 77,334 CHF | 100.00% | 100.00% |
04/07/2024 | 1.40% | 0.71 CHF | 0.72 CHF | 105,000 | 105,000 | 105,000 | 105,000 | 74,412 CHF | 75,462 CHF | 100.00% | 100.00% |
03/07/2024 | 1.44% | 0.69 CHF | 0.70 CHF | 110,000 | 110,000 | 108,816 | 108,816 | 75,177 CHF | 76,265 CHF | 100.00% | 100.00% |
02/07/2024 | 1.49% | 0.67 CHF | 0.68 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 73,160 CHF | 74,260 CHF | 100.00% | 100.00% |