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 | 0.81% | 1.23 CHF | 1.24 CHF | 50,000 | 50,000 | 48,239 | 48,239 | 59,605 CHF | 60,088 CHF | 100.00% | 100.00% |
12/07/2024 | 0.78% | 1.30 CHF | 1.31 CHF | 49,000 | 49,000 | 47,736 | 47,736 | 61,352 CHF | 61,830 CHF | 100.00% | 100.00% |
11/07/2024 | 0.77% | 1.28 CHF | 1.29 CHF | 49,000 | 49,000 | 47,713 | 47,713 | 61,759 CHF | 62,236 CHF | 100.00% | 100.00% |
10/07/2024 | 0.82% | 1.23 CHF | 1.24 CHF | 50,000 | 50,000 | 48,768 | 48,768 | 59,081 CHF | 59,568 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 1.23 CHF | 1.24 CHF | 50,000 | 50,000 | 48,622 | 48,622 | 60,909 CHF | 61,395 CHF | 100.00% | 100.00% |
08/07/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 50,000 | 50,000 | 48,697 | 48,697 | 59,373 CHF | 59,860 CHF | 100.00% | 100.00% |
05/07/2024 | 0.75% | 1.28 CHF | 1.29 CHF | 50,000 | 50,000 | 47,919 | 47,919 | 63,269 CHF | 63,748 CHF | 99.82% | 99.82% |
04/07/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 49,000 | 49,000 | 47,717 | 47,717 | 66,973 CHF | 67,450 CHF | 99.50% | 99.50% |
03/07/2024 | 0.75% | 1.37 CHF | 1.38 CHF | 49,000 | 49,000 | 47,902 | 47,902 | 63,886 CHF | 64,365 CHF | 99.37% | 99.37% |
02/07/2024 | 0.84% | 1.17 CHF | 1.18 CHF | 51,000 | 51,000 | 49,539 | 49,539 | 58,902 CHF | 59,398 CHF | 99.99% | 99.99% |