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 | 2.71% | 0.89 CHF | 0.90 CHF | 120,000 | 120,000 | 54,047 | 54,047 | 47,190 CHF | 48,166 CHF | 100.00% | 100.00% |
12/07/2024 | 1.97% | 0.88 CHF | 0.89 CHF | 120,000 | 120,000 | 54,680 | 54,680 | 49,439 CHF | 50,269 CHF | 100.00% | 100.00% |
11/07/2024 | 1.87% | 0.94 CHF | 0.95 CHF | 122,000 | 122,000 | 55,184 | 55,184 | 52,409 CHF | 53,246 CHF | 99.85% | 99.85% |
10/07/2024 | 1.91% | 0.96 CHF | 0.97 CHF | 122,000 | 122,000 | 54,892 | 54,892 | 51,713 CHF | 52,546 CHF | 100.00% | 100.00% |
09/07/2024 | 2.67% | 0.91 CHF | 0.92 CHF | 120,000 | 120,000 | 53,764 | 53,764 | 47,026 CHF | 47,999 CHF | 99.73% | 99.73% |
08/07/2024 | 2.90% | 0.83 CHF | 0.84 CHF | 118,000 | 118,000 | 53,240 | 53,240 | 42,788 CHF | 43,756 CHF | 100.00% | 100.00% |
05/07/2024 | 2.93% | 0.82 CHF | 0.83 CHF | 118,000 | 118,000 | 52,338 | 52,338 | 41,930 CHF | 42,877 CHF | 99.81% | 99.81% |
04/07/2024 | 3.17% | 0.79 CHF | 0.81 CHF | 47,000 | 47,000 | 37,435 | 37,435 | 29,448 CHF | 30,351 CHF | 99.98% | 99.98% |
03/07/2024 | 3.00% | 0.79 CHF | 0.80 CHF | 116,000 | 116,000 | 52,038 | 52,038 | 40,151 CHF | 41,094 CHF | 99.98% | 99.98% |
02/07/2024 | 3.03% | 0.78 CHF | 0.79 CHF | 116,000 | 116,000 | 51,751 | 51,751 | 39,723 CHF | 40,661 CHF | 100.00% | 100.00% |