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 | 1.64% | 0.96 CHF | 0.97 CHF | 80,000 | 80,000 | 34,884 | 34,884 | 33,038 CHF | 33,495 CHF | 100.00% | 100.00% |
12/07/2024 | 1.61% | 0.94 CHF | 0.95 CHF | 80,000 | 80,000 | 34,881 | 34,881 | 33,119 CHF | 33,576 CHF | 100.00% | 100.00% |
11/07/2024 | 1.46% | 1.02 CHF | 1.03 CHF | 70,000 | 70,000 | 32,964 | 32,964 | 34,822 CHF | 35,260 CHF | 100.00% | 100.00% |
10/07/2024 | 1.48% | 1.04 CHF | 1.05 CHF | 70,000 | 70,000 | 32,754 | 32,754 | 34,476 CHF | 34,912 CHF | 100.00% | 100.00% |
09/07/2024 | 1.53% | 1.02 CHF | 1.03 CHF | 70,000 | 70,000 | 32,811 | 32,811 | 33,425 CHF | 33,862 CHF | 100.00% | 100.00% |
08/07/2024 | 1.60% | 0.96 CHF | 0.97 CHF | 80,000 | 80,000 | 34,854 | 34,854 | 33,628 CHF | 34,084 CHF | 100.00% | 100.00% |
05/07/2024 | 1.81% | 0.93 CHF | 0.94 CHF | 80,000 | 80,000 | 36,229 | 36,229 | 32,054 CHF | 32,526 CHF | 99.90% | 99.90% |
04/07/2024 | 1.69% | 0.90 CHF | 0.91 CHF | 40,000 | 40,000 | 29,287 | 29,287 | 26,363 CHF | 26,762 CHF | 100.00% | 100.00% |
03/07/2024 | 1.62% | 0.90 CHF | 0.91 CHF | 80,000 | 80,000 | 34,737 | 34,737 | 32,801 CHF | 33,256 CHF | 100.00% | 100.00% |
02/07/2024 | 1.69% | 0.92 CHF | 0.93 CHF | 80,000 | 80,000 | 36,621 | 36,621 | 33,468 CHF | 33,937 CHF | 99.99% | 99.99% |