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 | 2.20% | 1.09 CHF | 1.10 CHF | 120,000 | 120,000 | 54,047 | 54,047 | 57,993 CHF | 58,969 CHF | 100.00% | 100.00% |
12/07/2024 | 1.62% | 1.08 CHF | 1.09 CHF | 120,000 | 120,000 | 54,680 | 54,680 | 60,349 CHF | 61,179 CHF | 100.00% | 100.00% |
11/07/2024 | 1.55% | 1.14 CHF | 1.15 CHF | 122,000 | 122,000 | 55,191 | 55,191 | 63,472 CHF | 64,309 CHF | 99.83% | 99.83% |
10/07/2024 | 1.57% | 1.16 CHF | 1.17 CHF | 122,000 | 122,000 | 54,892 | 54,892 | 62,711 CHF | 63,544 CHF | 100.00% | 100.00% |
09/07/2024 | 2.17% | 1.11 CHF | 1.12 CHF | 120,000 | 120,000 | 53,754 | 53,754 | 57,825 CHF | 58,798 CHF | 99.77% | 99.77% |
08/07/2024 | 2.33% | 1.03 CHF | 1.04 CHF | 118,000 | 118,000 | 53,241 | 53,241 | 53,401 CHF | 54,369 CHF | 100.00% | 100.00% |
05/07/2024 | 2.34% | 1.02 CHF | 1.03 CHF | 118,000 | 118,000 | 52,340 | 52,340 | 52,419 CHF | 53,366 CHF | 99.81% | 99.81% |
04/07/2024 | 2.54% | 0.99 CHF | 1.01 CHF | 47,000 | 47,000 | 37,435 | 37,435 | 36,940 CHF | 37,842 CHF | 99.98% | 99.98% |
03/07/2024 | 2.38% | 1.00 CHF | 1.01 CHF | 116,000 | 116,000 | 52,038 | 52,038 | 50,611 CHF | 51,554 CHF | 99.98% | 99.98% |
02/07/2024 | 2.40% | 0.98 CHF | 0.99 CHF | 116,000 | 116,000 | 51,750 | 51,750 | 50,175 CHF | 51,113 CHF | 100.00% | 100.00% |