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 | 2.32% | 0.81 CHF | 0.83 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 76,865 CHF | 78,665 CHF | 100.00% | 100.00% |
12/07/2024 | 2.34% | 0.88 CHF | 0.90 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 75,908 CHF | 77,708 CHF | 100.00% | 100.00% |
11/07/2024 | 2.50% | 0.84 CHF | 0.86 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 71,112 CHF | 72,912 CHF | 99.99% | 99.99% |
10/07/2024 | 2.75% | 0.73 CHF | 0.75 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 64,484 CHF | 66,284 CHF | 100.00% | 100.00% |
09/07/2024 | 2.75% | 0.68 CHF | 0.70 CHF | 90,000 | 90,000 | 89,789 | 89,789 | 64,803 CHF | 66,603 CHF | 99.75% | 99.75% |
08/07/2024 | 2.72% | 0.72 CHF | 0.74 CHF | 90,000 | 90,000 | 89,849 | 89,849 | 65,486 CHF | 67,286 CHF | 99.27% | 99.27% |
05/07/2024 | 2.57% | 0.73 CHF | 0.75 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 69,288 CHF | 71,088 CHF | 100.00% | 100.00% |
04/07/2024 | 2.63% | 0.76 CHF | 0.78 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 67,513 CHF | 69,313 CHF | 99.61% | 99.61% |
03/07/2024 | 2.70% | 0.73 CHF | 0.75 CHF | 90,000 | 90,000 | 92,406 | 92,406 | 67,449 CHF | 69,297 CHF | 100.00% | 100.00% |
02/07/2024 | 2.98% | 0.67 CHF | 0.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 66,150 CHF | 68,150 CHF | 100.00% | 100.00% |