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 | 1.62% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 96,478 | 96,478 | 59,026 CHF | 59,991 CHF | 100.00% | 100.00% |
12/07/2024 | 1.69% | 0.58 CHF | 0.59 CHF | 98,000 | 98,000 | 95,473 | 95,473 | 56,109 CHF | 57,063 CHF | 100.00% | 100.00% |
11/07/2024 | 1.71% | 0.59 CHF | 0.60 CHF | 98,000 | 98,000 | 95,429 | 95,429 | 55,270 CHF | 56,225 CHF | 100.00% | 100.00% |
10/07/2024 | 1.62% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 97,535 | 97,535 | 59,903 CHF | 60,879 CHF | 100.00% | 100.00% |
09/07/2024 | 1.67% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 97,245 | 97,245 | 57,774 CHF | 58,747 CHF | 100.00% | 100.00% |
08/07/2024 | 1.63% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 97,394 | 97,394 | 59,411 CHF | 60,385 CHF | 100.00% | 100.00% |
05/07/2024 | 1.77% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 95,839 | 95,839 | 53,854 CHF | 54,812 CHF | 99.81% | 99.81% |
04/07/2024 | 1.90% | 0.52 CHF | 0.53 CHF | 98,000 | 98,000 | 95,434 | 95,434 | 49,771 CHF | 50,725 CHF | 99.49% | 99.49% |
03/07/2024 | 1.78% | 0.54 CHF | 0.55 CHF | 98,000 | 98,000 | 95,804 | 95,804 | 53,210 CHF | 54,168 CHF | 99.37% | 99.37% |
02/07/2024 | 1.60% | 0.63 CHF | 0.64 CHF | 102,000 | 102,000 | 99,076 | 99,076 | 61,641 CHF | 62,632 CHF | 100.00% | 100.00% |