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 | 2.45% | 0.98 CHF | 0.99 CHF | 120,000 | 120,000 | 54,047 | 54,047 | 52,208 CHF | 53,184 CHF | 100.00% | 100.00% |
12/07/2024 | 1.79% | 0.97 CHF | 0.98 CHF | 120,000 | 120,000 | 54,681 | 54,681 | 54,563 CHF | 55,392 CHF | 100.00% | 100.00% |
11/07/2024 | 1.71% | 1.04 CHF | 1.05 CHF | 122,000 | 122,000 | 55,185 | 55,185 | 57,533 CHF | 58,369 CHF | 99.82% | 99.82% |
10/07/2024 | 1.73% | 1.05 CHF | 1.06 CHF | 122,000 | 122,000 | 54,893 | 54,893 | 56,895 CHF | 57,728 CHF | 100.00% | 100.00% |
09/07/2024 | 2.41% | 1.00 CHF | 1.01 CHF | 120,000 | 120,000 | 53,763 | 53,763 | 52,120 CHF | 53,093 CHF | 99.74% | 99.74% |
08/07/2024 | 2.60% | 0.92 CHF | 0.93 CHF | 118,000 | 118,000 | 53,241 | 53,241 | 47,737 CHF | 48,705 CHF | 100.00% | 100.00% |
05/07/2024 | 2.63% | 0.91 CHF | 0.92 CHF | 118,000 | 118,000 | 52,341 | 52,341 | 46,760 CHF | 47,707 CHF | 99.81% | 99.81% |
04/07/2024 | 2.85% | 0.88 CHF | 0.90 CHF | 47,000 | 47,000 | 37,435 | 37,435 | 32,854 CHF | 33,757 CHF | 99.98% | 99.98% |
03/07/2024 | 2.67% | 0.89 CHF | 0.90 CHF | 116,000 | 116,000 | 52,038 | 52,038 | 45,062 CHF | 46,005 CHF | 99.98% | 99.98% |
02/07/2024 | 2.70% | 0.87 CHF | 0.88 CHF | 116,000 | 116,000 | 51,739 | 51,739 | 44,618 CHF | 45,556 CHF | 99.98% | 99.98% |