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 | 1.02% | 0.96 CHF | 0.97 CHF | 47,000 | 47,000 | 47,170 | 47,170 | 46,099 CHF | 46,570 CHF | 100.00% | 100.00% |
12/07/2024 | 1.00% | 1.00 CHF | 1.01 CHF | 47,000 | 47,000 | 47,000 | 47,000 | 46,987 CHF | 47,457 CHF | 100.00% | 100.00% |
11/07/2024 | 0.98% | 1.00 CHF | 1.01 CHF | 47,000 | 47,000 | 46,957 | 46,957 | 47,609 CHF | 48,079 CHF | 100.00% | 100.00% |
10/07/2024 | 1.00% | 1.00 CHF | 1.01 CHF | 47,000 | 47,000 | 47,000 | 47,000 | 46,793 CHF | 47,263 CHF | 100.00% | 100.00% |
09/07/2024 | 0.98% | 0.98 CHF | 0.99 CHF | 47,000 | 47,000 | 46,944 | 46,944 | 47,637 CHF | 48,107 CHF | 100.00% | 100.00% |
08/07/2024 | 0.96% | 1.03 CHF | 1.04 CHF | 46,000 | 46,000 | 46,304 | 46,304 | 47,838 CHF | 48,301 CHF | 99.72% | 99.72% |
05/07/2024 | 1.02% | 1.00 CHF | 1.01 CHF | 47,000 | 47,000 | 47,174 | 47,174 | 46,144 CHF | 46,616 CHF | 100.00% | 100.00% |
04/07/2024 | 1.04% | 0.94 CHF | 0.95 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 45,703 CHF | 46,183 CHF | 100.00% | 100.00% |
03/07/2024 | 1.05% | 0.94 CHF | 0.95 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 45,261 CHF | 45,741 CHF | 100.00% | 100.00% |
02/07/2024 | 1.07% | 0.95 CHF | 0.96 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 44,705 CHF | 45,185 CHF | 100.00% | 100.00% |