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 | 1.98% | 0.50 CHF | 0.51 CHF | 90,000 | 90,000 | 87,655 | 87,655 | 43,884 CHF | 44,760 CHF | 100.00% | 100.00% |
12/07/2024 | 1.84% | 0.54 CHF | 0.55 CHF | 90,000 | 90,000 | 87,658 | 87,658 | 47,191 CHF | 48,067 CHF | 100.00% | 100.00% |
11/07/2024 | 1.85% | 0.53 CHF | 0.54 CHF | 90,000 | 90,000 | 87,656 | 87,656 | 47,066 CHF | 47,942 CHF | 100.00% | 100.00% |
10/07/2024 | 1.88% | 0.54 CHF | 0.55 CHF | 90,000 | 90,000 | 87,655 | 87,655 | 46,109 CHF | 46,985 CHF | 100.00% | 100.00% |
09/07/2024 | 1.85% | 0.52 CHF | 0.53 CHF | 90,000 | 90,000 | 87,453 | 87,453 | 47,013 CHF | 47,890 CHF | 100.00% | 100.00% |
08/07/2024 | 1.82% | 0.54 CHF | 0.55 CHF | 90,000 | 90,000 | 87,498 | 87,498 | 47,741 CHF | 48,618 CHF | 100.00% | 100.00% |
05/07/2024 | 1.75% | 0.56 CHF | 0.57 CHF | 90,000 | 90,000 | 87,650 | 87,650 | 49,756 CHF | 50,633 CHF | 99.81% | 99.81% |
04/07/2024 | 1.81% | 0.55 CHF | 0.56 CHF | 90,000 | 90,000 | 87,643 | 87,643 | 47,950 CHF | 48,826 CHF | 99.49% | 99.49% |
03/07/2024 | 1.89% | 0.54 CHF | 0.55 CHF | 90,000 | 90,000 | 87,637 | 87,637 | 46,052 CHF | 46,928 CHF | 99.35% | 99.35% |
02/07/2024 | 2.19% | 0.48 CHF | 0.49 CHF | 90,000 | 90,000 | 87,654 | 87,654 | 39,555 CHF | 40,432 CHF | 100.00% | 100.00% |