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 | 2.93% | 0.69 CHF | 0.71 CHF | 70,000 | 70,000 | 69,234 | 69,234 | 47,931 CHF | 49,326 CHF | 100.00% | 100.00% |
12/07/2024 | 2.77% | 0.70 CHF | 0.72 CHF | 70,000 | 70,000 | 69,222 | 69,222 | 50,780 CHF | 52,175 CHF | 98.46% | 98.46% |
11/07/2024 | 2.75% | 0.74 CHF | 0.76 CHF | 70,000 | 70,000 | 69,225 | 69,225 | 51,227 CHF | 52,622 CHF | 98.73% | 98.73% |
10/07/2024 | 2.75% | 0.78 CHF | 0.80 CHF | 70,000 | 70,000 | 69,234 | 69,234 | 51,091 CHF | 52,486 CHF | 100.00% | 100.00% |
09/07/2024 | 2.68% | 0.73 CHF | 0.75 CHF | 70,000 | 70,000 | 69,078 | 69,078 | 52,502 CHF | 53,897 CHF | 100.00% | 100.00% |
08/07/2024 | 2.66% | 0.77 CHF | 0.79 CHF | 70,000 | 70,000 | 69,076 | 69,076 | 53,108 CHF | 54,503 CHF | 98.28% | 98.28% |
05/07/2024 | 2.62% | 0.78 CHF | 0.80 CHF | 70,000 | 70,000 | 69,234 | 69,234 | 53,673 CHF | 55,068 CHF | 100.00% | 100.00% |
04/07/2024 | 2.65% | 0.77 CHF | 0.79 CHF | 36,000 | 36,000 | 62,067 | 62,067 | 47,577 CHF | 48,825 CHF | 100.00% | 100.00% |
03/07/2024 | 2.67% | 0.77 CHF | 0.79 CHF | 70,000 | 70,000 | 69,234 | 69,234 | 52,781 CHF | 54,176 CHF | 100.00% | 100.00% |
02/07/2024 | 2.50% | 0.79 CHF | 0.81 CHF | 70,000 | 70,000 | 69,230 | 69,230 | 56,214 CHF | 57,609 CHF | 100.00% | 100.00% |