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 | 1.42% | 1.10 CHF | 1.11 CHF | 90,000 | 90,000 | 44,734 | 44,734 | 49,005 CHF | 49,614 CHF | 100.00% | 100.00% |
12/07/2024 | 1.40% | 1.09 CHF | 1.10 CHF | 90,000 | 90,000 | 44,731 | 44,731 | 49,192 CHF | 49,801 CHF | 100.00% | 100.00% |
11/07/2024 | 1.29% | 1.15 CHF | 1.16 CHF | 80,000 | 80,000 | 37,488 | 37,488 | 44,657 CHF | 45,140 CHF | 100.00% | 100.00% |
10/07/2024 | 1.31% | 1.18 CHF | 1.19 CHF | 80,000 | 80,000 | 37,284 | 37,284 | 44,341 CHF | 44,822 CHF | 100.00% | 100.00% |
09/07/2024 | 1.35% | 1.16 CHF | 1.17 CHF | 80,000 | 80,000 | 37,451 | 37,451 | 43,364 CHF | 43,848 CHF | 100.00% | 100.00% |
08/07/2024 | 1.39% | 1.11 CHF | 1.12 CHF | 90,000 | 90,000 | 44,686 | 44,686 | 49,752 CHF | 50,360 CHF | 100.00% | 100.00% |
05/07/2024 | 1.53% | 1.08 CHF | 1.09 CHF | 90,000 | 90,000 | 44,420 | 44,420 | 46,123 CHF | 46,729 CHF | 99.89% | 99.89% |
04/07/2024 | 1.45% | 1.06 CHF | 1.07 CHF | 40,000 | 40,000 | 34,565 | 34,565 | 36,408 CHF | 36,913 CHF | 100.00% | 100.00% |
03/07/2024 | 1.40% | 1.05 CHF | 1.06 CHF | 90,000 | 90,000 | 44,732 | 44,732 | 48,974 CHF | 49,583 CHF | 100.00% | 100.00% |
02/07/2024 | 1.46% | 1.07 CHF | 1.08 CHF | 90,000 | 90,000 | 43,904 | 43,904 | 46,781 CHF | 47,373 CHF | 100.00% | 100.00% |