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 | 1.21% | 1.95 CHF | 1.96 CHF | 120,000 | 120,000 | 54,047 | 54,047 | 104,511 CHF | 105,487 CHF | 100.00% | 100.00% |
12/07/2024 | 0.91% | 1.94 CHF | 1.95 CHF | 120,000 | 120,000 | 54,683 | 54,683 | 107,530 CHF | 108,360 CHF | 100.00% | 100.00% |
11/07/2024 | 0.89% | 2.00 CHF | 2.01 CHF | 122,000 | 122,000 | 55,185 | 55,185 | 110,972 CHF | 111,809 CHF | 99.81% | 99.81% |
10/07/2024 | 0.90% | 2.02 CHF | 2.03 CHF | 122,000 | 122,000 | 54,895 | 54,895 | 110,262 CHF | 111,095 CHF | 100.00% | 100.00% |
09/07/2024 | 1.20% | 1.97 CHF | 1.98 CHF | 120,000 | 120,000 | 53,769 | 53,769 | 104,319 CHF | 105,292 CHF | 99.73% | 99.73% |
08/07/2024 | 1.25% | 1.89 CHF | 1.90 CHF | 118,000 | 118,000 | 53,243 | 53,243 | 99,365 CHF | 100,333 CHF | 100.00% | 100.00% |
05/07/2024 | 1.26% | 1.88 CHF | 1.89 CHF | 118,000 | 118,000 | 52,339 | 52,339 | 97,627 CHF | 98,574 CHF | 99.81% | 99.81% |
04/07/2024 | 1.36% | 1.85 CHF | 1.87 CHF | 47,000 | 47,000 | 37,436 | 37,436 | 69,332 CHF | 70,235 CHF | 99.98% | 99.98% |
03/07/2024 | 1.26% | 1.86 CHF | 1.87 CHF | 116,000 | 116,000 | 52,040 | 52,040 | 95,814 CHF | 96,757 CHF | 99.98% | 99.98% |
02/07/2024 | 1.27% | 1.85 CHF | 1.86 CHF | 116,000 | 116,000 | 51,752 | 51,752 | 95,235 CHF | 96,173 CHF | 100.00% | 100.00% |