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 | 0.70% | 1.46 CHF | 1.47 CHF | 60,000 | 60,000 | 33,072 | 33,072 | 48,121 CHF | 48,452 CHF | 100.00% | 100.00% |
12/07/2024 | 0.75% | 1.42 CHF | 1.43 CHF | 60,000 | 60,000 | 33,289 | 33,289 | 45,847 CHF | 46,181 CHF | 99.94% | 99.94% |
11/07/2024 | 0.76% | 1.37 CHF | 1.38 CHF | 60,000 | 60,000 | 32,805 | 32,805 | 44,638 CHF | 44,970 CHF | 99.43% | 99.43% |
10/07/2024 | 0.78% | 1.34 CHF | 1.35 CHF | 65,000 | 65,000 | 35,426 | 35,426 | 46,483 CHF | 46,838 CHF | 99.84% | 99.84% |
09/07/2024 | 0.81% | 1.25 CHF | 1.26 CHF | 65,000 | 65,000 | 35,983 | 35,983 | 45,366 CHF | 45,727 CHF | 99.66% | 99.66% |
08/07/2024 | 0.82% | 1.24 CHF | 1.25 CHF | 65,000 | 65,000 | 35,884 | 35,884 | 44,799 CHF | 45,159 CHF | 100.00% | 100.00% |
05/07/2024 | 0.79% | 1.32 CHF | 1.33 CHF | 65,000 | 65,000 | 35,850 | 35,850 | 46,367 CHF | 46,726 CHF | 99.53% | 99.53% |
04/07/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 33,000 | 33,000 | 29,239 | 29,239 | 36,767 CHF | 37,059 CHF | 98.93% | 98.93% |
03/07/2024 | 0.86% | 1.26 CHF | 1.27 CHF | 65,000 | 65,000 | 35,268 | 35,268 | 41,999 CHF | 42,353 CHF | 98.22% | 98.22% |
02/07/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 65,000 | 65,000 | 35,755 | 35,755 | 40,197 CHF | 40,555 CHF | 100.00% | 100.00% |