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 | 1.13% | 0.89 CHF | 0.90 CHF | 70,000 | 70,000 | 69,296 | 69,296 | 62,388 CHF | 63,082 CHF | 100.00% | 100.00% |
12/07/2024 | 1.14% | 0.94 CHF | 0.95 CHF | 80,000 | 80,000 | 79,195 | 79,195 | 70,406 CHF | 71,199 CHF | 100.00% | 100.00% |
11/07/2024 | 1.24% | 0.84 CHF | 0.85 CHF | 80,000 | 80,000 | 79,195 | 79,195 | 64,670 CHF | 65,463 CHF | 99.97% | 99.97% |
10/07/2024 | 1.33% | 0.79 CHF | 0.80 CHF | 90,000 | 90,000 | 89,095 | 89,095 | 67,870 CHF | 68,761 CHF | 100.00% | 100.00% |
09/07/2024 | 1.35% | 0.72 CHF | 0.73 CHF | 80,000 | 80,000 | 79,001 | 79,001 | 59,530 CHF | 60,323 CHF | 99.86% | 99.86% |
08/07/2024 | 1.27% | 0.81 CHF | 0.82 CHF | 90,000 | 90,000 | 88,595 | 88,595 | 70,777 CHF | 71,665 CHF | 99.99% | 99.99% |
05/07/2024 | 1.29% | 0.73 CHF | 0.74 CHF | 90,000 | 90,000 | 88,891 | 88,891 | 70,097 CHF | 70,986 CHF | 100.00% | 100.00% |
04/07/2024 | 1.29% | 0.79 CHF | 0.80 CHF | 90,000 | 90,000 | 89,095 | 89,095 | 69,875 CHF | 70,766 CHF | 100.00% | 100.00% |
03/07/2024 | 1.42% | 0.74 CHF | 0.75 CHF | 90,000 | 90,000 | 89,095 | 89,095 | 63,561 CHF | 64,453 CHF | 100.00% | 100.00% |
02/07/2024 | 1.48% | 0.70 CHF | 0.71 CHF | 80,000 | 80,000 | 79,195 | 79,195 | 54,408 CHF | 55,201 CHF | 100.00% | 100.00% |