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 | 1.79% | 0.58 CHF | 0.59 CHF | 120,000 | 120,000 | 53,526 | 53,526 | 30,561 CHF | 31,098 CHF | 100.00% | 100.00% |
12/07/2024 | 1.76% | 0.57 CHF | 0.58 CHF | 110,000 | 110,000 | 51,392 | 51,392 | 29,505 CHF | 30,022 CHF | 100.00% | 100.00% |
11/07/2024 | 1.57% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 47,068 | 47,068 | 30,523 CHF | 30,996 CHF | 100.00% | 100.00% |
10/07/2024 | 1.59% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 46,865 | 46,865 | 30,184 CHF | 30,654 CHF | 100.00% | 100.00% |
09/07/2024 | 1.66% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 47,718 | 47,718 | 29,696 CHF | 30,176 CHF | 100.00% | 100.00% |
08/07/2024 | 1.75% | 0.58 CHF | 0.59 CHF | 110,000 | 110,000 | 51,347 | 51,347 | 29,963 CHF | 30,479 CHF | 100.00% | 100.00% |
05/07/2024 | 2.01% | 0.56 CHF | 0.57 CHF | 120,000 | 120,000 | 52,431 | 52,431 | 27,714 CHF | 28,245 CHF | 99.89% | 99.89% |
04/07/2024 | 1.85% | 0.54 CHF | 0.55 CHF | 50,000 | 50,000 | 39,248 | 39,248 | 21,165 CHF | 21,559 CHF | 100.00% | 100.00% |
03/07/2024 | 1.78% | 0.54 CHF | 0.55 CHF | 110,000 | 110,000 | 51,101 | 51,101 | 29,103 CHF | 29,616 CHF | 100.00% | 100.00% |
02/07/2024 | 1.87% | 0.55 CHF | 0.56 CHF | 120,000 | 120,000 | 52,074 | 52,074 | 28,491 CHF | 29,015 CHF | 100.00% | 100.00% |