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 | 0.68% | 1.52 CHF | 1.53 CHF | 80,000 | 80,000 | 35,791 | 35,791 | 54,139 CHF | 54,498 CHF | 100.00% | 100.00% |
12/07/2024 | 0.70% | 1.51 CHF | 1.52 CHF | 80,000 | 80,000 | 35,076 | 35,076 | 51,461 CHF | 51,815 CHF | 100.00% | 100.00% |
11/07/2024 | 0.62% | 1.55 CHF | 1.56 CHF | 80,000 | 80,000 | 35,618 | 35,618 | 57,336 CHF | 57,693 CHF | 100.00% | 100.00% |
10/07/2024 | 0.61% | 1.69 CHF | 1.70 CHF | 82,000 | 82,000 | 36,813 | 36,813 | 61,944 CHF | 62,314 CHF | 99.90% | 99.90% |
09/07/2024 | 0.73% | 1.72 CHF | 1.73 CHF | 84,000 | 84,000 | 35,691 | 35,691 | 60,952 CHF | 61,326 CHF | 99.66% | 99.66% |
08/07/2024 | 0.64% | 1.72 CHF | 1.73 CHF | 84,000 | 84,000 | 36,472 | 36,472 | 61,856 CHF | 62,232 CHF | 99.32% | 99.32% |
05/07/2024 | 0.60% | 1.73 CHF | 1.74 CHF | 84,000 | 84,000 | 37,463 | 37,463 | 63,884 CHF | 64,260 CHF | 99.90% | 99.90% |
04/07/2024 | 0.59% | 1.71 CHF | 1.72 CHF | 33,000 | 33,000 | 26,668 | 26,668 | 45,169 CHF | 45,436 CHF | 99.57% | 99.57% |
03/07/2024 | 0.66% | 1.73 CHF | 1.74 CHF | 84,000 | 84,000 | 34,868 | 34,868 | 60,333 CHF | 60,709 CHF | 100.00% | 100.00% |
02/07/2024 | 0.58% | 1.79 CHF | 1.80 CHF | 84,000 | 84,000 | 37,449 | 37,449 | 66,907 CHF | 67,285 CHF | 100.00% | 100.00% |