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 | 1.74% | 0.90 CHF | 0.91 CHF | 90,000 | 90,000 | 44,734 | 44,734 | 39,823 CHF | 40,432 CHF | 100.00% | 100.00% |
12/07/2024 | 1.71% | 0.89 CHF | 0.90 CHF | 90,000 | 90,000 | 44,731 | 44,731 | 39,956 CHF | 40,564 CHF | 100.00% | 100.00% |
11/07/2024 | 1.55% | 0.95 CHF | 0.96 CHF | 80,000 | 80,000 | 37,488 | 37,488 | 37,187 CHF | 37,670 CHF | 100.00% | 100.00% |
10/07/2024 | 1.58% | 0.98 CHF | 0.99 CHF | 80,000 | 80,000 | 37,284 | 37,284 | 36,751 CHF | 37,232 CHF | 100.00% | 100.00% |
09/07/2024 | 1.63% | 0.96 CHF | 0.97 CHF | 80,000 | 80,000 | 37,451 | 37,451 | 35,879 CHF | 36,364 CHF | 100.00% | 100.00% |
08/07/2024 | 1.70% | 0.91 CHF | 0.92 CHF | 90,000 | 90,000 | 44,684 | 44,684 | 40,716 CHF | 41,324 CHF | 100.00% | 100.00% |
05/07/2024 | 1.92% | 0.87 CHF | 0.88 CHF | 90,000 | 90,000 | 44,421 | 44,421 | 36,725 CHF | 37,331 CHF | 99.89% | 99.89% |
04/07/2024 | 1.82% | 0.84 CHF | 0.85 CHF | 40,000 | 40,000 | 34,565 | 34,565 | 28,996 CHF | 29,501 CHF | 100.00% | 100.00% |
03/07/2024 | 1.72% | 0.85 CHF | 0.86 CHF | 90,000 | 90,000 | 44,732 | 44,732 | 39,822 CHF | 40,431 CHF | 100.00% | 100.00% |
02/07/2024 | 1.79% | 0.86 CHF | 0.87 CHF | 90,000 | 90,000 | 43,900 | 43,900 | 37,856 CHF | 38,448 CHF | 99.99% | 99.99% |