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 | 1.49% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 96,478 | 96,478 | 64,465 CHF | 65,430 CHF | 100.00% | 100.00% |
12/07/2024 | 1.54% | 0.64 CHF | 0.65 CHF | 98,000 | 98,000 | 95,473 | 95,473 | 61,456 CHF | 62,411 CHF | 100.00% | 100.00% |
11/07/2024 | 1.57% | 0.64 CHF | 0.65 CHF | 98,000 | 98,000 | 95,427 | 95,427 | 60,576 CHF | 61,531 CHF | 100.00% | 100.00% |
10/07/2024 | 1.48% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 97,535 | 97,535 | 65,481 CHF | 66,456 CHF | 100.00% | 100.00% |
09/07/2024 | 1.53% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 97,245 | 97,245 | 63,169 CHF | 64,141 CHF | 100.00% | 100.00% |
08/07/2024 | 1.49% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 97,394 | 97,394 | 64,776 CHF | 65,749 CHF | 99.99% | 99.99% |
05/07/2024 | 1.61% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 95,839 | 95,839 | 59,164 CHF | 60,123 CHF | 99.81% | 99.81% |
04/07/2024 | 1.72% | 0.57 CHF | 0.58 CHF | 98,000 | 98,000 | 95,434 | 95,434 | 55,019 CHF | 55,973 CHF | 99.49% | 99.49% |
03/07/2024 | 1.63% | 0.59 CHF | 0.60 CHF | 98,000 | 98,000 | 95,803 | 95,803 | 58,403 CHF | 59,361 CHF | 99.35% | 99.35% |
02/07/2024 | 1.47% | 0.69 CHF | 0.70 CHF | 102,000 | 102,000 | 99,077 | 99,077 | 67,051 CHF | 68,042 CHF | 100.00% | 100.00% |