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 | 2.49% | 0.91 CHF | 0.93 CHF | 35,000 | 35,000 | 34,980 | 34,980 | 27,875 CHF | 28,574 CHF | 100.00% | 100.00% |
12/07/2024 | 2.45% | 0.76 CHF | 0.78 CHF | 35,000 | 35,000 | 44,295 | 44,295 | 35,823 CHF | 36,709 CHF | 100.00% | 100.00% |
11/07/2024 | 2.50% | 0.79 CHF | 0.81 CHF | 46,000 | 46,000 | 45,976 | 45,976 | 36,430 CHF | 37,350 CHF | 99.98% | 99.98% |
10/07/2024 | 2.31% | 0.83 CHF | 0.85 CHF | 46,000 | 46,000 | 46,382 | 46,382 | 39,750 CHF | 40,677 CHF | 100.00% | 100.00% |
09/07/2024 | 2.53% | 0.78 CHF | 0.80 CHF | 46,000 | 46,000 | 46,319 | 46,319 | 35,826 CHF | 36,737 CHF | 100.00% | 100.00% |
08/07/2024 | 1.09% | 0.91 CHF | 0.92 CHF | 58,000 | 58,000 | 58,147 | 58,147 | 53,026 CHF | 53,608 CHF | 100.00% | 100.00% |
05/07/2024 | 1.06% | 0.99 CHF | 1.00 CHF | 59,000 | 59,000 | 58,354 | 58,354 | 54,610 CHF | 55,194 CHF | 100.00% | 100.00% |
04/07/2024 | 1.10% | 0.89 CHF | 0.90 CHF | 58,000 | 58,000 | 58,046 | 58,046 | 52,604 CHF | 53,185 CHF | 100.00% | 100.00% |
03/07/2024 | 1.07% | 0.90 CHF | 0.91 CHF | 58,000 | 58,000 | 58,284 | 58,284 | 54,352 CHF | 54,935 CHF | 100.00% | 100.00% |
02/07/2024 | 0.95% | 0.96 CHF | 0.97 CHF | 59,000 | 59,000 | 59,378 | 59,378 | 62,610 CHF | 63,204 CHF | 100.00% | 100.00% |