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 | 1.78% | 0.55 CHF | 0.56 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 25,070 CHF | 25,520 CHF | 100.00% | 100.00% |
12/07/2024 | 1.75% | 0.59 CHF | 0.60 CHF | 46,100 | 46,100 | 46,100 | 46,100 | 26,150 CHF | 26,611 CHF | 100.00% | 100.00% |
11/07/2024 | 1.84% | 0.57 CHF | 0.58 CHF | 48,300 | 48,300 | 49,240 | 49,240 | 26,537 CHF | 27,029 CHF | 99.83% | 99.83% |
10/07/2024 | 1.91% | 0.52 CHF | 0.53 CHF | 53,400 | 53,400 | 53,400 | 53,400 | 27,744 CHF | 28,278 CHF | 100.00% | 100.00% |
09/07/2024 | 1.96% | 0.48 CHF | 0.49 CHF | 45,900 | 45,900 | 45,919 | 45,919 | 23,268 CHF | 23,727 CHF | 99.74% | 99.74% |
08/07/2024 | 1.70% | 0.57 CHF | 0.58 CHF | 42,800 | 42,800 | 42,800 | 42,800 | 25,000 CHF | 25,428 CHF | 100.00% | 100.00% |
05/07/2024 | 1.53% | 0.62 CHF | 0.63 CHF | 41,400 | 41,400 | 40,214 | 40,214 | 26,082 CHF | 26,484 CHF | 99.81% | 99.81% |
04/07/2024 | 1.55% | 0.64 CHF | 0.65 CHF | 40,500 | 40,500 | 40,582 | 40,582 | 25,972 CHF | 26,378 CHF | 100.00% | 100.00% |
03/07/2024 | 1.58% | 0.64 CHF | 0.65 CHF | 43,000 | 43,000 | 43,389 | 43,389 | 27,244 CHF | 27,678 CHF | 100.00% | 100.00% |
02/07/2024 | 1.74% | 0.59 CHF | 0.60 CHF | 44,800 | 44,800 | 44,956 | 44,956 | 25,565 CHF | 26,014 CHF | 100.00% | 100.00% |