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 | 1.58% | 0.99 CHF | 1.00 CHF | 90,000 | 90,000 | 44,734 | 44,734 | 43,915 CHF | 44,524 CHF | 100.00% | 100.00% |
12/07/2024 | 1.55% | 0.98 CHF | 0.99 CHF | 90,000 | 90,000 | 44,755 | 44,755 | 44,231 CHF | 44,840 CHF | 99.93% | 99.93% |
11/07/2024 | 1.43% | 1.05 CHF | 1.06 CHF | 80,000 | 80,000 | 35,097 | 35,097 | 37,789 CHF | 38,248 CHF | 99.99% | 99.99% |
10/07/2024 | 1.45% | 1.07 CHF | 1.08 CHF | 80,000 | 80,000 | 34,884 | 34,884 | 37,542 CHF | 37,998 CHF | 100.00% | 100.00% |
09/07/2024 | 1.49% | 1.04 CHF | 1.05 CHF | 80,000 | 80,000 | 37,410 | 37,410 | 39,090 CHF | 39,574 CHF | 100.00% | 100.00% |
08/07/2024 | 1.55% | 0.99 CHF | 1.00 CHF | 90,000 | 90,000 | 44,686 | 44,686 | 44,667 CHF | 45,276 CHF | 100.00% | 100.00% |
05/07/2024 | 1.73% | 0.96 CHF | 0.97 CHF | 90,000 | 90,000 | 43,085 | 43,085 | 39,860 CHF | 40,456 CHF | 99.90% | 99.90% |
04/07/2024 | 1.62% | 0.94 CHF | 0.95 CHF | 40,000 | 40,000 | 34,565 | 34,565 | 32,477 CHF | 32,982 CHF | 100.00% | 100.00% |
03/07/2024 | 1.56% | 0.94 CHF | 0.95 CHF | 90,000 | 90,000 | 43,199 | 43,199 | 42,484 CHF | 43,077 CHF | 100.00% | 100.00% |
02/07/2024 | 1.63% | 0.96 CHF | 0.97 CHF | 90,000 | 90,000 | 42,877 | 42,877 | 40,752 CHF | 41,334 CHF | 99.99% | 99.99% |