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 | 2.46% | 1.05 CHF | 1.06 CHF | 88,000 | 88,000 | 39,570 | 39,570 | 41,113 CHF | 41,917 CHF | 100.00% | 100.00% |
12/07/2024 | 2.55% | 1.04 CHF | 1.05 CHF | 88,000 | 88,000 | 39,581 | 39,581 | 40,323 CHF | 41,127 CHF | 100.00% | 100.00% |
11/07/2024 | 2.66% | 0.98 CHF | 0.99 CHF | 89,000 | 89,000 | 40,214 | 40,214 | 38,871 CHF | 39,690 CHF | 99.81% | 99.81% |
10/07/2024 | 2.66% | 0.95 CHF | 0.96 CHF | 89,000 | 89,000 | 40,309 | 40,309 | 38,306 CHF | 39,128 CHF | 100.00% | 100.00% |
09/07/2024 | 2.60% | 0.98 CHF | 0.99 CHF | 89,000 | 89,000 | 39,765 | 39,765 | 38,896 CHF | 39,701 CHF | 99.73% | 99.73% |
08/07/2024 | 2.44% | 1.00 CHF | 1.01 CHF | 88,000 | 88,000 | 39,353 | 39,353 | 40,424 CHF | 41,222 CHF | 100.00% | 100.00% |
05/07/2024 | 2.50% | 1.01 CHF | 1.02 CHF | 88,000 | 88,000 | 39,439 | 39,439 | 39,994 CHF | 40,798 CHF | 99.69% | 99.69% |
04/07/2024 | 2.87% | 1.03 CHF | 1.06 CHF | 35,000 | 35,000 | 28,536 | 28,536 | 29,349 CHF | 30,205 CHF | 100.00% | 100.00% |
03/07/2024 | 2.51% | 1.05 CHF | 1.06 CHF | 87,000 | 87,000 | 39,443 | 39,443 | 40,443 CHF | 41,245 CHF | 100.00% | 100.00% |
02/07/2024 | 2.50% | 1.01 CHF | 1.02 CHF | 88,000 | 88,000 | 39,301 | 39,301 | 39,958 CHF | 40,754 CHF | 100.00% | 100.00% |