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 | 0.57% | 1.81 CHF | 1.82 CHF | 80,000 | 80,000 | 35,791 | 35,791 | 64,569 CHF | 64,928 CHF | 100.00% | 100.00% |
12/07/2024 | 0.59% | 1.80 CHF | 1.81 CHF | 80,000 | 80,000 | 35,075 | 35,075 | 61,679 CHF | 62,034 CHF | 100.00% | 100.00% |
11/07/2024 | 0.53% | 1.84 CHF | 1.85 CHF | 80,000 | 80,000 | 35,614 | 35,614 | 67,735 CHF | 68,092 CHF | 99.99% | 99.99% |
10/07/2024 | 0.52% | 1.98 CHF | 1.99 CHF | 82,000 | 82,000 | 36,813 | 36,813 | 72,782 CHF | 73,152 CHF | 99.90% | 99.90% |
09/07/2024 | 0.63% | 2.01 CHF | 2.02 CHF | 84,000 | 84,000 | 35,671 | 35,671 | 71,439 CHF | 71,813 CHF | 99.73% | 99.73% |
08/07/2024 | 0.55% | 2.02 CHF | 2.03 CHF | 84,000 | 84,000 | 36,480 | 36,480 | 72,535 CHF | 72,912 CHF | 99.26% | 99.26% |
05/07/2024 | 0.51% | 2.02 CHF | 2.03 CHF | 84,000 | 84,000 | 37,463 | 37,463 | 74,901 CHF | 75,276 CHF | 99.90% | 99.90% |
04/07/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 33,000 | 33,000 | 26,670 | 26,670 | 53,022 CHF | 53,289 CHF | 99.54% | 99.54% |
03/07/2024 | 0.56% | 2.03 CHF | 2.04 CHF | 84,000 | 84,000 | 34,868 | 34,868 | 70,621 CHF | 70,996 CHF | 100.00% | 100.00% |
02/07/2024 | 0.50% | 2.09 CHF | 2.10 CHF | 84,000 | 84,000 | 37,448 | 37,448 | 77,992 CHF | 78,370 CHF | 100.00% | 100.00% |