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 | 0.82% | 1.21 CHF | 1.22 CHF | 50,000 | 50,000 | 48,239 | 48,239 | 58,600 CHF | 59,082 CHF | 100.00% | 100.00% |
12/07/2024 | 0.79% | 1.28 CHF | 1.29 CHF | 49,000 | 49,000 | 47,736 | 47,736 | 60,359 CHF | 60,836 CHF | 100.00% | 100.00% |
11/07/2024 | 0.78% | 1.26 CHF | 1.27 CHF | 49,000 | 49,000 | 47,713 | 47,713 | 60,745 CHF | 61,223 CHF | 100.00% | 100.00% |
10/07/2024 | 0.84% | 1.21 CHF | 1.22 CHF | 50,000 | 50,000 | 48,768 | 48,768 | 58,061 CHF | 58,548 CHF | 100.00% | 100.00% |
09/07/2024 | 0.81% | 1.20 CHF | 1.21 CHF | 50,000 | 50,000 | 48,622 | 48,622 | 59,900 CHF | 60,386 CHF | 99.99% | 99.99% |
08/07/2024 | 0.83% | 1.20 CHF | 1.21 CHF | 50,000 | 50,000 | 48,697 | 48,697 | 58,379 CHF | 58,866 CHF | 100.00% | 100.00% |
05/07/2024 | 0.77% | 1.26 CHF | 1.27 CHF | 50,000 | 50,000 | 47,919 | 47,919 | 62,211 CHF | 62,690 CHF | 99.82% | 99.82% |
04/07/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 49,000 | 49,000 | 47,717 | 47,717 | 65,902 CHF | 66,379 CHF | 99.50% | 99.50% |
03/07/2024 | 0.76% | 1.35 CHF | 1.36 CHF | 49,000 | 49,000 | 47,902 | 47,902 | 62,792 CHF | 63,271 CHF | 99.36% | 99.36% |
02/07/2024 | 0.85% | 1.15 CHF | 1.16 CHF | 51,000 | 51,000 | 49,538 | 49,538 | 57,814 CHF | 58,309 CHF | 99.99% | 99.99% |