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 | 0.72% | 1.30 CHF | 1.31 CHF | 45,000 | 45,000 | 44,579 | 44,579 | 62,364 CHF | 62,810 CHF | 100.00% | 100.00% |
12/07/2024 | 0.72% | 1.45 CHF | 1.46 CHF | 45,000 | 45,000 | 44,578 | 44,578 | 62,247 CHF | 62,693 CHF | 100.00% | 100.00% |
11/07/2024 | 0.76% | 1.35 CHF | 1.36 CHF | 45,000 | 45,000 | 44,578 | 44,578 | 59,003 CHF | 59,449 CHF | 100.00% | 100.00% |
10/07/2024 | 0.79% | 1.30 CHF | 1.31 CHF | 45,000 | 45,000 | 44,579 | 44,579 | 56,668 CHF | 57,115 CHF | 100.00% | 100.00% |
09/07/2024 | 0.77% | 1.26 CHF | 1.27 CHF | 45,000 | 45,000 | 44,575 | 44,575 | 58,209 CHF | 58,655 CHF | 99.58% | 99.58% |
08/07/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 45,000 | 45,000 | 44,578 | 44,578 | 57,032 CHF | 57,479 CHF | 100.00% | 100.00% |
05/07/2024 | 0.79% | 1.24 CHF | 1.25 CHF | 45,000 | 45,000 | 44,575 | 44,574 | 57,088 CHF | 57,533 CHF | 99.19% | 99.19% |
04/07/2024 | 0.78% | 1.29 CHF | 1.30 CHF | 45,000 | 45,000 | 44,580 | 44,580 | 57,525 CHF | 57,971 CHF | 100.00% | 100.00% |
03/07/2024 | 0.81% | 1.28 CHF | 1.29 CHF | 45,000 | 45,000 | 44,578 | 44,578 | 55,659 CHF | 56,106 CHF | 100.00% | 100.00% |
02/07/2024 | 0.85% | 1.25 CHF | 1.26 CHF | 45,000 | 45,000 | 44,580 | 44,580 | 52,753 CHF | 53,200 CHF | 100.00% | 100.00% |