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 | 1.43% | 0.69 CHF | 0.70 CHF | 80,000 | 80,000 | 77,905 | 77,905 | 54,279 CHF | 55,058 CHF | 100.00% | 100.00% |
12/07/2024 | 1.35% | 0.74 CHF | 0.75 CHF | 80,000 | 80,000 | 77,918 | 77,918 | 57,460 CHF | 58,239 CHF | 100.00% | 100.00% |
11/07/2024 | 1.35% | 0.72 CHF | 0.73 CHF | 80,000 | 80,000 | 77,917 | 77,917 | 57,243 CHF | 58,022 CHF | 100.00% | 100.00% |
10/07/2024 | 1.38% | 0.74 CHF | 0.75 CHF | 80,000 | 80,000 | 77,915 | 77,915 | 56,186 CHF | 56,965 CHF | 100.00% | 100.00% |
09/07/2024 | 1.36% | 0.71 CHF | 0.72 CHF | 80,000 | 80,000 | 77,726 | 77,726 | 57,006 CHF | 57,785 CHF | 100.00% | 100.00% |
08/07/2024 | 1.35% | 0.74 CHF | 0.75 CHF | 80,000 | 80,000 | 77,775 | 77,775 | 57,646 CHF | 58,425 CHF | 100.00% | 100.00% |
05/07/2024 | 1.30% | 0.75 CHF | 0.76 CHF | 80,000 | 80,000 | 77,911 | 77,911 | 59,601 CHF | 60,380 CHF | 99.81% | 99.81% |
04/07/2024 | 1.34% | 0.75 CHF | 0.76 CHF | 80,000 | 80,000 | 77,905 | 77,905 | 57,895 CHF | 58,674 CHF | 99.49% | 99.49% |
03/07/2024 | 1.38% | 0.73 CHF | 0.74 CHF | 80,000 | 80,000 | 77,897 | 77,897 | 56,039 CHF | 56,818 CHF | 99.35% | 99.35% |
02/07/2024 | 1.56% | 0.66 CHF | 0.67 CHF | 80,000 | 80,000 | 87,243 | 87,243 | 55,562 CHF | 56,434 CHF | 100.00% | 100.00% |