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 | 1.65% | 0.63 CHF | 0.64 CHF | 90,000 | 90,000 | 44,733 | 44,733 | 27,737 CHF | 28,187 CHF | 100.00% | 100.00% |
12/07/2024 | 1.88% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 46,863 | 46,863 | 25,902 CHF | 26,372 CHF | 100.00% | 100.00% |
11/07/2024 | 1.93% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 46,862 | 46,862 | 24,970 CHF | 25,440 CHF | 100.00% | 100.00% |
10/07/2024 | 2.02% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 46,911 | 46,911 | 23,515 CHF | 23,986 CHF | 99.90% | 99.90% |
09/07/2024 | 1.93% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 46,782 | 46,782 | 24,592 CHF | 25,063 CHF | 100.00% | 100.00% |
08/07/2024 | 2.01% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 46,819 | 46,819 | 24,146 CHF | 24,616 CHF | 100.00% | 100.00% |
05/07/2024 | 2.06% | 0.49 CHF | 0.50 CHF | 100,000 | 100,000 | 46,905 | 46,905 | 23,038 CHF | 23,509 CHF | 99.90% | 99.90% |
04/07/2024 | 1.98% | 0.50 CHF | 0.51 CHF | 40,000 | 40,000 | 34,683 | 34,683 | 17,351 CHF | 17,698 CHF | 100.00% | 100.00% |
03/07/2024 | 1.91% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 46,865 | 46,865 | 24,806 CHF | 25,277 CHF | 100.00% | 100.00% |
02/07/2024 | 2.08% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 46,863 | 46,863 | 23,200 CHF | 23,671 CHF | 100.00% | 100.00% |