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 | 1.27% | 0.77 CHF | 0.78 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 31,353 CHF | 31,753 CHF | 100.00% | 100.00% |
12/07/2024 | 1.22% | 0.82 CHF | 0.83 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 32,524 CHF | 32,924 CHF | 100.00% | 100.00% |
11/07/2024 | 1.20% | 0.82 CHF | 0.83 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 33,274 CHF | 33,674 CHF | 99.98% | 99.98% |
10/07/2024 | 1.23% | 0.81 CHF | 0.82 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 32,440 CHF | 32,840 CHF | 100.00% | 100.00% |
09/07/2024 | 1.20% | 0.79 CHF | 0.80 CHF | 40,000 | 40,000 | 39,857 | 39,857 | 33,267 CHF | 33,667 CHF | 100.00% | 100.00% |
08/07/2024 | 1.17% | 0.86 CHF | 0.87 CHF | 40,000 | 40,000 | 39,931 | 39,931 | 34,190 CHF | 34,590 CHF | 100.00% | 100.00% |
05/07/2024 | 1.25% | 0.81 CHF | 0.82 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 31,699 CHF | 32,099 CHF | 100.00% | 100.00% |
04/07/2024 | 1.31% | 0.74 CHF | 0.75 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 30,444 CHF | 30,844 CHF | 100.00% | 100.00% |
03/07/2024 | 1.32% | 0.75 CHF | 0.76 CHF | 40,000 | 40,000 | 40,095 | 40,095 | 30,095 CHF | 30,496 CHF | 100.00% | 100.00% |
02/07/2024 | 1.34% | 0.76 CHF | 0.77 CHF | 40,000 | 40,000 | 44,530 | 44,530 | 32,871 CHF | 33,316 CHF | 100.00% | 100.00% |