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 | 0.99% | 1.03 CHF | 1.04 CHF | 60,000 | 60,000 | 33,073 | 33,073 | 34,051 CHF | 34,383 CHF | 100.00% | 100.00% |
12/07/2024 | 0.91% | 1.06 CHF | 1.07 CHF | 60,000 | 60,000 | 33,290 | 33,290 | 36,925 CHF | 37,259 CHF | 99.94% | 99.94% |
11/07/2024 | 0.92% | 1.11 CHF | 1.12 CHF | 60,000 | 60,000 | 32,810 | 32,810 | 36,985 CHF | 37,317 CHF | 99.42% | 99.42% |
10/07/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 65,000 | 65,000 | 35,426 | 35,426 | 41,910 CHF | 42,265 CHF | 99.84% | 99.84% |
09/07/2024 | 0.82% | 1.24 CHF | 1.25 CHF | 65,000 | 65,000 | 35,983 | 35,983 | 44,416 CHF | 44,777 CHF | 99.66% | 99.66% |
08/07/2024 | 0.82% | 1.25 CHF | 1.26 CHF | 65,000 | 65,000 | 35,885 | 35,885 | 44,551 CHF | 44,911 CHF | 100.00% | 100.00% |
05/07/2024 | 0.84% | 1.18 CHF | 1.19 CHF | 65,000 | 65,000 | 35,854 | 35,854 | 43,233 CHF | 43,593 CHF | 99.54% | 99.54% |
04/07/2024 | 0.80% | 1.23 CHF | 1.24 CHF | 33,000 | 33,000 | 29,240 | 29,240 | 36,398 CHF | 36,690 CHF | 98.94% | 98.94% |
03/07/2024 | 0.77% | 1.25 CHF | 1.26 CHF | 65,000 | 65,000 | 35,269 | 35,269 | 46,407 CHF | 46,760 CHF | 98.22% | 98.22% |
02/07/2024 | 0.73% | 1.40 CHF | 1.41 CHF | 65,000 | 65,000 | 35,756 | 35,756 | 49,616 CHF | 49,974 CHF | 100.00% | 100.00% |