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 | 2.07% | 1.16 CHF | 1.17 CHF | 120,000 | 120,000 | 54,047 | 54,047 | 61,695 CHF | 62,670 CHF | 100.00% | 100.00% |
12/07/2024 | 1.52% | 1.14 CHF | 1.15 CHF | 120,000 | 120,000 | 54,683 | 54,683 | 64,066 CHF | 64,896 CHF | 100.00% | 100.00% |
11/07/2024 | 1.46% | 1.21 CHF | 1.22 CHF | 122,000 | 122,000 | 55,193 | 55,193 | 67,209 CHF | 68,046 CHF | 99.83% | 99.83% |
10/07/2024 | 1.49% | 1.23 CHF | 1.24 CHF | 122,000 | 122,000 | 54,893 | 54,893 | 66,475 CHF | 67,308 CHF | 100.00% | 100.00% |
09/07/2024 | 2.05% | 1.17 CHF | 1.18 CHF | 120,000 | 120,000 | 53,767 | 53,767 | 61,441 CHF | 62,414 CHF | 99.73% | 99.73% |
08/07/2024 | 2.18% | 1.10 CHF | 1.11 CHF | 118,000 | 118,000 | 53,240 | 53,240 | 57,064 CHF | 58,032 CHF | 100.00% | 100.00% |
05/07/2024 | 2.19% | 1.08 CHF | 1.09 CHF | 118,000 | 118,000 | 52,340 | 52,340 | 56,008 CHF | 56,954 CHF | 99.81% | 99.81% |
04/07/2024 | 2.37% | 1.06 CHF | 1.08 CHF | 47,000 | 47,000 | 37,435 | 37,435 | 39,516 CHF | 40,419 CHF | 99.98% | 99.98% |
03/07/2024 | 2.23% | 1.06 CHF | 1.07 CHF | 116,000 | 116,000 | 52,038 | 52,038 | 54,190 CHF | 55,133 CHF | 99.98% | 99.98% |
02/07/2024 | 2.24% | 1.05 CHF | 1.06 CHF | 116,000 | 116,000 | 51,751 | 51,751 | 53,718 CHF | 54,656 CHF | 100.00% | 100.00% |