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 | 1.88% | 1.27 CHF | 1.28 CHF | 120,000 | 120,000 | 54,046 | 54,046 | 67,729 CHF | 68,705 CHF | 100.00% | 100.00% |
12/07/2024 | 1.39% | 1.26 CHF | 1.27 CHF | 120,000 | 120,000 | 54,681 | 54,681 | 70,252 CHF | 71,082 CHF | 100.00% | 100.00% |
11/07/2024 | 1.34% | 1.32 CHF | 1.33 CHF | 122,000 | 122,000 | 55,194 | 55,194 | 73,436 CHF | 74,273 CHF | 99.82% | 99.82% |
10/07/2024 | 1.36% | 1.34 CHF | 1.35 CHF | 122,000 | 122,000 | 54,893 | 54,893 | 72,715 CHF | 73,548 CHF | 100.00% | 100.00% |
09/07/2024 | 1.86% | 1.29 CHF | 1.30 CHF | 120,000 | 120,000 | 53,757 | 53,757 | 67,598 CHF | 68,570 CHF | 99.77% | 99.77% |
08/07/2024 | 1.97% | 1.21 CHF | 1.22 CHF | 118,000 | 118,000 | 53,241 | 53,241 | 63,058 CHF | 64,026 CHF | 100.00% | 100.00% |
05/07/2024 | 1.98% | 1.20 CHF | 1.21 CHF | 118,000 | 118,000 | 52,338 | 52,338 | 61,884 CHF | 62,831 CHF | 99.81% | 99.81% |
04/07/2024 | 2.15% | 1.17 CHF | 1.19 CHF | 47,000 | 47,000 | 37,435 | 37,435 | 43,681 CHF | 44,584 CHF | 99.98% | 99.98% |
03/07/2024 | 2.01% | 1.18 CHF | 1.19 CHF | 116,000 | 116,000 | 52,038 | 52,038 | 60,101 CHF | 61,044 CHF | 99.98% | 99.98% |
02/07/2024 | 2.02% | 1.16 CHF | 1.17 CHF | 116,000 | 116,000 | 51,751 | 51,751 | 59,587 CHF | 60,524 CHF | 100.00% | 100.00% |