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 | 1.47% | 0.66 CHF | 0.67 CHF | 50,000 | 50,000 | 47,887 | 47,887 | 32,313 CHF | 32,792 CHF | 83.34% | 100.00% |
12/07/2024 | 1.38% | 0.73 CHF | 0.74 CHF | 49,000 | 49,000 | 47,736 | 47,736 | 34,318 CHF | 34,795 CHF | 100.00% | 100.00% |
11/07/2024 | 1.36% | 0.72 CHF | 0.73 CHF | 49,000 | 49,000 | 47,708 | 47,708 | 34,805 CHF | 35,283 CHF | 99.98% | 99.98% |
10/07/2024 | 1.53% | 0.67 CHF | 0.68 CHF | 50,000 | 50,000 | 48,768 | 48,768 | 31,690 CHF | 32,178 CHF | 100.00% | 100.00% |
09/07/2024 | 1.44% | 0.66 CHF | 0.67 CHF | 50,000 | 50,000 | 48,622 | 48,622 | 33,610 CHF | 34,096 CHF | 100.00% | 100.00% |
08/07/2024 | 1.51% | 0.66 CHF | 0.67 CHF | 50,000 | 50,000 | 48,697 | 48,697 | 32,072 CHF | 32,559 CHF | 100.00% | 100.00% |
05/07/2024 | 1.31% | 0.72 CHF | 0.73 CHF | 50,000 | 50,000 | 47,920 | 47,920 | 36,331 CHF | 36,811 CHF | 99.82% | 99.82% |
04/07/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 49,000 | 49,000 | 47,717 | 47,717 | 40,211 CHF | 40,689 CHF | 99.50% | 99.50% |
03/07/2024 | 1.29% | 0.81 CHF | 0.82 CHF | 49,000 | 49,000 | 47,902 | 47,902 | 37,036 CHF | 37,515 CHF | 99.36% | 99.36% |
02/07/2024 | 1.57% | 0.61 CHF | 0.62 CHF | 51,000 | 51,000 | 49,539 | 49,539 | 31,257 CHF | 31,752 CHF | 100.00% | 100.00% |