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% | 0.76 CHF | 0.77 CHF | 80,000 | 80,000 | 34,884 | 34,884 | 25,921 CHF | 26,378 CHF | 100.00% | 100.00% |
12/07/2024 | 2.03% | 0.74 CHF | 0.75 CHF | 80,000 | 80,000 | 34,909 | 34,909 | 26,009 CHF | 26,466 CHF | 99.90% | 99.90% |
11/07/2024 | 1.80% | 0.82 CHF | 0.83 CHF | 70,000 | 70,000 | 32,718 | 32,718 | 27,994 CHF | 28,429 CHF | 99.99% | 99.99% |
10/07/2024 | 1.82% | 0.85 CHF | 0.86 CHF | 70,000 | 70,000 | 32,754 | 32,754 | 27,932 CHF | 28,368 CHF | 100.00% | 100.00% |
09/07/2024 | 1.90% | 0.81 CHF | 0.82 CHF | 70,000 | 70,000 | 32,814 | 32,814 | 26,899 CHF | 27,336 CHF | 100.00% | 100.00% |
08/07/2024 | 2.02% | 0.76 CHF | 0.77 CHF | 80,000 | 80,000 | 34,855 | 34,855 | 26,597 CHF | 27,053 CHF | 100.00% | 100.00% |
05/07/2024 | 2.35% | 0.72 CHF | 0.73 CHF | 80,000 | 80,000 | 34,627 | 34,627 | 23,452 CHF | 23,907 CHF | 99.89% | 99.89% |
04/07/2024 | 2.21% | 0.69 CHF | 0.70 CHF | 40,000 | 40,000 | 29,287 | 29,287 | 20,190 CHF | 20,590 CHF | 100.00% | 100.00% |
03/07/2024 | 2.06% | 0.69 CHF | 0.70 CHF | 80,000 | 80,000 | 34,843 | 34,843 | 25,614 CHF | 26,071 CHF | 100.00% | 100.00% |
02/07/2024 | 2.19% | 0.71 CHF | 0.72 CHF | 80,000 | 80,000 | 34,139 | 34,139 | 24,061 CHF | 24,504 CHF | 99.99% | 99.99% |