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 | 1.19% | 0.85 CHF | 0.86 CHF | 50,000 | 50,000 | 48,239 | 48,239 | 40,270 CHF | 40,753 CHF | 100.00% | 100.00% |
12/07/2024 | 1.26% | 0.77 CHF | 0.78 CHF | 49,000 | 49,000 | 47,736 | 47,736 | 37,536 CHF | 38,013 CHF | 100.00% | 100.00% |
11/07/2024 | 1.29% | 0.78 CHF | 0.79 CHF | 49,000 | 49,000 | 47,709 | 47,709 | 36,816 CHF | 37,294 CHF | 100.00% | 100.00% |
10/07/2024 | 1.18% | 0.83 CHF | 0.84 CHF | 50,000 | 50,000 | 48,768 | 48,768 | 41,193 CHF | 41,681 CHF | 100.00% | 100.00% |
09/07/2024 | 1.24% | 0.83 CHF | 0.84 CHF | 50,000 | 50,000 | 48,622 | 48,622 | 39,088 CHF | 39,574 CHF | 100.00% | 100.00% |
08/07/2024 | 1.19% | 0.84 CHF | 0.85 CHF | 50,000 | 50,000 | 48,697 | 48,697 | 40,641 CHF | 41,128 CHF | 99.99% | 99.99% |
05/07/2024 | 1.35% | 0.78 CHF | 0.79 CHF | 50,000 | 50,000 | 47,919 | 47,919 | 35,416 CHF | 35,895 CHF | 99.82% | 99.82% |
04/07/2024 | 1.51% | 0.65 CHF | 0.66 CHF | 49,000 | 49,000 | 47,717 | 47,717 | 31,401 CHF | 31,878 CHF | 99.50% | 99.50% |
03/07/2024 | 1.37% | 0.69 CHF | 0.70 CHF | 49,000 | 49,000 | 47,902 | 47,902 | 34,801 CHF | 35,280 CHF | 99.36% | 99.36% |
02/07/2024 | 1.16% | 0.88 CHF | 0.89 CHF | 51,000 | 51,000 | 49,538 | 49,538 | 42,678 CHF | 43,174 CHF | 99.99% | 99.99% |