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% | 0.83 CHF | 0.84 CHF | 55,000 | 55,000 | 54,482 | 54,482 | 45,264 CHF | 45,809 CHF | 100.00% | 100.00% |
12/07/2024 | 1.19% | 0.82 CHF | 0.83 CHF | 55,000 | 55,000 | 54,483 | 54,483 | 45,978 CHF | 46,523 CHF | 100.00% | 100.00% |
11/07/2024 | 1.21% | 0.81 CHF | 0.82 CHF | 55,000 | 55,000 | 54,466 | 54,466 | 45,196 CHF | 45,742 CHF | 96.88% | 96.88% |
10/07/2024 | 1.25% | 0.82 CHF | 0.83 CHF | 55,000 | 55,000 | 54,482 | 54,482 | 43,710 CHF | 44,255 CHF | 100.00% | 100.00% |
09/07/2024 | 1.37% | 0.71 CHF | 0.72 CHF | 56,000 | 56,000 | 55,472 | 55,472 | 40,571 CHF | 41,127 CHF | 100.00% | 100.00% |
08/07/2024 | 1.43% | 0.69 CHF | 0.70 CHF | 56,000 | 56,000 | 55,473 | 55,473 | 38,946 CHF | 39,502 CHF | 100.00% | 100.00% |
05/07/2024 | 1.44% | 0.69 CHF | 0.70 CHF | 56,000 | 56,000 | 55,561 | 55,561 | 38,724 CHF | 39,280 CHF | 100.00% | 100.00% |
04/07/2024 | 1.46% | 0.70 CHF | 0.71 CHF | 56,000 | 56,000 | 55,898 | 55,898 | 38,464 CHF | 39,023 CHF | 100.00% | 100.00% |
03/07/2024 | 1.52% | 0.66 CHF | 0.67 CHF | 57,000 | 57,000 | 56,463 | 56,463 | 37,178 CHF | 37,743 CHF | 99.37% | 99.37% |
02/07/2024 | 1.54% | 0.63 CHF | 0.64 CHF | 57,000 | 57,000 | 56,464 | 56,464 | 36,796 CHF | 37,361 CHF | 100.00% | 100.00% |