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 | 2.08% | 0.95 CHF | 0.97 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 66,666 CHF | 68,066 CHF | 100.00% | 100.00% |
12/07/2024 | 2.21% | 0.93 CHF | 0.95 CHF | 70,000 | 70,000 | 78,718 | 78,718 | 70,508 CHF | 72,082 CHF | 100.00% | 100.00% |
11/07/2024 | 2.10% | 0.91 CHF | 0.93 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 66,063 CHF | 67,463 CHF | 99.99% | 99.99% |
10/07/2024 | 2.20% | 0.94 CHF | 0.96 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 62,938 CHF | 64,338 CHF | 100.00% | 100.00% |
09/07/2024 | 2.07% | 0.94 CHF | 0.96 CHF | 70,000 | 70,000 | 69,771 | 69,771 | 67,146 CHF | 68,546 CHF | 99.75% | 99.75% |
08/07/2024 | 2.14% | 0.96 CHF | 0.98 CHF | 70,000 | 70,000 | 69,877 | 69,877 | 64,739 CHF | 66,139 CHF | 99.27% | 99.27% |
05/07/2024 | 2.12% | 0.91 CHF | 0.93 CHF | 70,000 | 70,000 | 70,858 | 70,858 | 66,108 CHF | 67,526 CHF | 100.00% | 100.00% |
04/07/2024 | 2.19% | 0.88 CHF | 0.90 CHF | 80,000 | 80,000 | 72,642 | 72,642 | 65,502 CHF | 66,955 CHF | 99.20% | 99.20% |
03/07/2024 | 2.19% | 0.90 CHF | 0.92 CHF | 80,000 | 80,000 | 75,406 | 75,406 | 68,230 CHF | 69,738 CHF | 99.99% | 99.99% |
02/07/2024 | 2.30% | 0.89 CHF | 0.91 CHF | 80,000 | 80,000 | 79,992 | 79,992 | 68,754 CHF | 70,354 CHF | 100.00% | 100.00% |