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 | 2.03% | 1.27 CHF | 1.28 CHF | 88,000 | 88,000 | 39,570 | 39,570 | 49,923 CHF | 50,727 CHF | 100.00% | 100.00% |
12/07/2024 | 2.09% | 1.27 CHF | 1.28 CHF | 88,000 | 88,000 | 39,582 | 39,582 | 49,114 CHF | 49,918 CHF | 100.00% | 100.00% |
11/07/2024 | 2.16% | 1.20 CHF | 1.21 CHF | 89,000 | 89,000 | 40,214 | 40,214 | 47,845 CHF | 48,664 CHF | 99.81% | 99.81% |
10/07/2024 | 2.15% | 1.17 CHF | 1.18 CHF | 89,000 | 89,000 | 40,309 | 40,309 | 47,412 CHF | 48,234 CHF | 100.00% | 100.00% |
09/07/2024 | 2.11% | 1.20 CHF | 1.21 CHF | 89,000 | 89,000 | 39,765 | 39,765 | 47,878 CHF | 48,683 CHF | 99.73% | 99.73% |
08/07/2024 | 2.02% | 1.22 CHF | 1.23 CHF | 88,000 | 88,000 | 39,351 | 39,351 | 49,145 CHF | 49,942 CHF | 99.99% | 99.99% |
05/07/2024 | 2.06% | 1.23 CHF | 1.24 CHF | 88,000 | 88,000 | 39,445 | 39,445 | 48,821 CHF | 49,624 CHF | 99.70% | 99.70% |
04/07/2024 | 2.36% | 1.26 CHF | 1.29 CHF | 35,000 | 35,000 | 28,536 | 28,536 | 35,791 CHF | 36,647 CHF | 100.00% | 100.00% |
03/07/2024 | 2.06% | 1.27 CHF | 1.28 CHF | 87,000 | 87,000 | 39,443 | 39,443 | 49,338 CHF | 50,140 CHF | 100.00% | 100.00% |
02/07/2024 | 2.06% | 1.24 CHF | 1.25 CHF | 88,000 | 88,000 | 39,300 | 39,300 | 48,732 CHF | 49,529 CHF | 100.00% | 100.00% |