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 | 1.24% | 0.79 CHF | 0.80 CHF | 50,000 | 50,000 | 48,239 | 48,239 | 38,595 CHF | 39,077 CHF | 100.00% | 100.00% |
12/07/2024 | 1.17% | 0.87 CHF | 0.88 CHF | 49,000 | 49,000 | 47,736 | 47,736 | 40,632 CHF | 41,109 CHF | 100.00% | 100.00% |
11/07/2024 | 1.16% | 0.85 CHF | 0.86 CHF | 49,000 | 49,000 | 47,712 | 47,712 | 41,092 CHF | 41,569 CHF | 100.00% | 100.00% |
10/07/2024 | 1.27% | 0.80 CHF | 0.81 CHF | 50,000 | 50,000 | 48,768 | 48,768 | 38,091 CHF | 38,579 CHF | 100.00% | 100.00% |
09/07/2024 | 1.21% | 0.80 CHF | 0.81 CHF | 50,000 | 50,000 | 48,622 | 48,622 | 39,993 CHF | 40,479 CHF | 100.00% | 100.00% |
08/07/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 50,000 | 50,000 | 48,697 | 48,697 | 38,452 CHF | 38,939 CHF | 99.99% | 99.99% |
05/07/2024 | 1.12% | 0.85 CHF | 0.86 CHF | 50,000 | 50,000 | 47,919 | 47,919 | 42,613 CHF | 43,093 CHF | 99.81% | 99.81% |
04/07/2024 | 1.02% | 0.98 CHF | 0.99 CHF | 49,000 | 49,000 | 47,717 | 47,717 | 46,403 CHF | 46,880 CHF | 99.49% | 99.49% |
03/07/2024 | 1.10% | 0.94 CHF | 0.95 CHF | 49,000 | 49,000 | 47,902 | 47,902 | 43,246 CHF | 43,725 CHF | 99.35% | 99.35% |
02/07/2024 | 1.30% | 0.74 CHF | 0.75 CHF | 51,000 | 51,000 | 49,538 | 49,538 | 37,711 CHF | 38,206 CHF | 100.00% | 100.00% |