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 | 3.15% | 0.33 CHF | 0.34 CHF | 120,000 | 120,000 | 53,527 | 53,527 | 17,284 CHF | 17,821 CHF | 100.00% | 100.00% |
12/07/2024 | 3.11% | 0.32 CHF | 0.33 CHF | 120,000 | 120,000 | 53,513 | 53,513 | 17,210 CHF | 17,747 CHF | 100.00% | 100.00% |
11/07/2024 | 2.57% | 0.37 CHF | 0.38 CHF | 110,000 | 110,000 | 51,574 | 51,574 | 20,291 CHF | 20,809 CHF | 99.98% | 99.98% |
10/07/2024 | 2.64% | 0.39 CHF | 0.40 CHF | 110,000 | 110,000 | 51,396 | 51,396 | 19,902 CHF | 20,419 CHF | 100.00% | 100.00% |
09/07/2024 | 2.76% | 0.37 CHF | 0.38 CHF | 110,000 | 110,000 | 51,417 | 51,417 | 19,085 CHF | 19,602 CHF | 100.00% | 100.00% |
08/07/2024 | 3.02% | 0.33 CHF | 0.34 CHF | 120,000 | 120,000 | 53,485 | 53,485 | 17,891 CHF | 18,428 CHF | 100.00% | 100.00% |
05/07/2024 | 3.72% | 0.31 CHF | 0.32 CHF | 120,000 | 120,000 | 53,221 | 53,221 | 15,068 CHF | 15,606 CHF | 99.90% | 99.90% |
04/07/2024 | 3.44% | 0.29 CHF | 0.30 CHF | 50,000 | 50,000 | 39,248 | 39,248 | 11,304 CHF | 11,698 CHF | 100.00% | 100.00% |
03/07/2024 | 3.15% | 0.29 CHF | 0.30 CHF | 120,000 | 120,000 | 53,523 | 53,523 | 16,927 CHF | 17,465 CHF | 100.00% | 100.00% |
02/07/2024 | 3.39% | 0.31 CHF | 0.32 CHF | 120,000 | 120,000 | 52,696 | 52,696 | 15,743 CHF | 16,273 CHF | 100.00% | 100.00% |