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 | 1.92% | 0.54 CHF | 0.55 CHF | 110,000 | 110,000 | 51,396 | 51,396 | 27,420 CHF | 27,936 CHF | 100.00% | 100.00% |
12/07/2024 | 1.88% | 0.53 CHF | 0.54 CHF | 110,000 | 110,000 | 51,392 | 51,392 | 27,596 CHF | 28,112 CHF | 100.00% | 100.00% |
11/07/2024 | 1.65% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 47,067 | 47,067 | 29,104 CHF | 29,576 CHF | 99.99% | 99.99% |
10/07/2024 | 1.68% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 46,208 | 46,208 | 28,255 CHF | 28,719 CHF | 100.00% | 100.00% |
09/07/2024 | 1.75% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 47,715 | 47,715 | 28,136 CHF | 28,616 CHF | 100.00% | 100.00% |
08/07/2024 | 1.85% | 0.54 CHF | 0.55 CHF | 110,000 | 110,000 | 51,351 | 51,351 | 28,146 CHF | 28,663 CHF | 100.00% | 100.00% |
05/07/2024 | 2.15% | 0.52 CHF | 0.53 CHF | 120,000 | 120,000 | 53,221 | 53,221 | 26,116 CHF | 26,654 CHF | 99.89% | 99.89% |
04/07/2024 | 2.00% | 0.50 CHF | 0.51 CHF | 50,000 | 50,000 | 39,248 | 39,248 | 19,595 CHF | 19,989 CHF | 100.00% | 100.00% |
03/07/2024 | 1.90% | 0.50 CHF | 0.51 CHF | 110,000 | 110,000 | 51,342 | 51,342 | 27,345 CHF | 27,860 CHF | 100.00% | 100.00% |
02/07/2024 | 2.01% | 0.51 CHF | 0.52 CHF | 110,000 | 110,000 | 50,561 | 50,561 | 25,733 CHF | 26,241 CHF | 99.99% | 99.99% |