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 | 0.59% | 1.72 CHF | 1.73 CHF | 40,000 | 40,000 | 38,395 | 38,395 | 67,492 CHF | 67,878 CHF | 99.99% | 99.99% |
12/07/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 67,530 CHF | 67,930 CHF | 100.00% | 100.00% |
11/07/2024 | 0.58% | 1.70 CHF | 1.71 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 69,330 CHF | 69,730 CHF | 99.99% | 99.99% |
10/07/2024 | 0.60% | 1.69 CHF | 1.70 CHF | 40,000 | 40,000 | 39,997 | 39,997 | 66,026 CHF | 66,426 CHF | 100.00% | 100.00% |
09/07/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 40,000 | 40,000 | 39,867 | 39,867 | 68,002 CHF | 68,402 CHF | 100.00% | 100.00% |
08/07/2024 | 0.63% | 1.66 CHF | 1.67 CHF | 40,000 | 40,000 | 39,931 | 39,931 | 63,126 CHF | 63,526 CHF | 100.00% | 100.00% |
05/07/2024 | 0.69% | 1.41 CHF | 1.42 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 58,139 CHF | 58,539 CHF | 100.00% | 100.00% |
04/07/2024 | 0.69% | 1.46 CHF | 1.47 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 57,759 CHF | 58,159 CHF | 100.00% | 100.00% |
03/07/2024 | 0.71% | 1.38 CHF | 1.39 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 55,818 CHF | 56,218 CHF | 100.00% | 100.00% |
02/07/2024 | 0.68% | 1.50 CHF | 1.51 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 58,401 CHF | 58,801 CHF | 100.00% | 100.00% |