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 | 1.55% | 0.63 CHF | 0.64 CHF | 50,000 | 50,000 | 48,239 | 48,239 | 30,809 CHF | 31,292 CHF | 100.00% | 100.00% |
12/07/2024 | 1.44% | 0.71 CHF | 0.72 CHF | 49,000 | 49,000 | 47,736 | 47,736 | 32,940 CHF | 33,417 CHF | 100.00% | 100.00% |
11/07/2024 | 1.42% | 0.69 CHF | 0.70 CHF | 49,000 | 49,000 | 47,706 | 47,706 | 33,428 CHF | 33,905 CHF | 100.00% | 100.00% |
10/07/2024 | 1.60% | 0.64 CHF | 0.65 CHF | 50,000 | 50,000 | 48,768 | 48,768 | 30,289 CHF | 30,776 CHF | 100.00% | 100.00% |
09/07/2024 | 1.50% | 0.64 CHF | 0.65 CHF | 50,000 | 50,000 | 48,622 | 48,622 | 32,224 CHF | 32,710 CHF | 100.00% | 100.00% |
08/07/2024 | 1.58% | 0.63 CHF | 0.64 CHF | 50,000 | 50,000 | 48,697 | 48,697 | 30,671 CHF | 31,158 CHF | 100.00% | 100.00% |
05/07/2024 | 1.36% | 0.69 CHF | 0.70 CHF | 50,000 | 50,000 | 47,919 | 47,919 | 35,019 CHF | 35,498 CHF | 99.81% | 99.81% |
04/07/2024 | 1.22% | 0.82 CHF | 0.83 CHF | 49,000 | 49,000 | 47,717 | 47,717 | 38,845 CHF | 39,322 CHF | 99.49% | 99.49% |
03/07/2024 | 1.34% | 0.79 CHF | 0.80 CHF | 49,000 | 49,000 | 47,902 | 47,902 | 35,674 CHF | 36,153 CHF | 99.37% | 99.37% |
02/07/2024 | 1.65% | 0.58 CHF | 0.59 CHF | 51,000 | 51,000 | 49,539 | 49,539 | 29,833 CHF | 30,328 CHF | 100.00% | 100.00% |