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 | 2.28% | 1.43 CHF | 1.44 CHF | 80,000 | 80,000 | 37,286 | 37,286 | 51,574 CHF | 52,460 CHF | 100.00% | 100.00% |
12/07/2024 | 2.31% | 1.32 CHF | 1.33 CHF | 80,000 | 80,000 | 37,256 | 37,256 | 49,836 CHF | 50,722 CHF | 99.92% | 99.92% |
11/07/2024 | 2.18% | 1.35 CHF | 1.36 CHF | 80,000 | 80,000 | 37,299 | 37,299 | 52,034 CHF | 52,920 CHF | 99.60% | 99.60% |
10/07/2024 | 2.20% | 1.47 CHF | 1.48 CHF | 80,000 | 80,000 | 37,307 | 37,307 | 53,214 CHF | 54,102 CHF | 99.64% | 99.64% |
09/07/2024 | 2.30% | 1.33 CHF | 1.34 CHF | 80,000 | 80,000 | 37,245 | 37,245 | 49,839 CHF | 50,723 CHF | 99.70% | 99.70% |
08/07/2024 | 1.95% | 1.34 CHF | 1.35 CHF | 90,000 | 90,000 | 44,680 | 44,680 | 54,754 CHF | 55,617 CHF | 99.99% | 99.99% |
05/07/2024 | 1.95% | 1.20 CHF | 1.21 CHF | 90,000 | 90,000 | 44,818 | 44,818 | 53,538 CHF | 54,404 CHF | 99.65% | 99.65% |
04/07/2024 | 2.16% | 1.17 CHF | 1.19 CHF | 40,000 | 40,000 | 29,280 | 29,280 | 35,070 CHF | 35,779 CHF | 99.67% | 99.67% |
03/07/2024 | 1.99% | 1.22 CHF | 1.23 CHF | 90,000 | 90,000 | 44,731 | 44,731 | 52,898 CHF | 53,763 CHF | 100.00% | 100.00% |
02/07/2024 | 2.02% | 1.17 CHF | 1.18 CHF | 90,000 | 90,000 | 44,760 | 44,760 | 51,994 CHF | 52,859 CHF | 99.91% | 99.91% |