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 | 2.69% | 0.90 CHF | 0.91 CHF | 120,000 | 120,000 | 54,047 | 54,047 | 47,622 CHF | 48,598 CHF | 100.00% | 100.00% |
12/07/2024 | 1.95% | 0.88 CHF | 0.89 CHF | 120,000 | 120,000 | 54,681 | 54,681 | 49,803 CHF | 50,633 CHF | 100.00% | 100.00% |
11/07/2024 | 1.86% | 0.95 CHF | 0.96 CHF | 122,000 | 122,000 | 55,189 | 55,189 | 52,791 CHF | 53,628 CHF | 99.83% | 99.83% |
10/07/2024 | 1.89% | 0.96 CHF | 0.97 CHF | 122,000 | 122,000 | 54,891 | 54,891 | 52,122 CHF | 52,955 CHF | 100.00% | 100.00% |
09/07/2024 | 2.65% | 0.91 CHF | 0.92 CHF | 120,000 | 120,000 | 53,754 | 53,754 | 47,391 CHF | 48,363 CHF | 99.77% | 99.77% |
08/07/2024 | 2.88% | 0.84 CHF | 0.85 CHF | 118,000 | 118,000 | 53,240 | 53,240 | 43,131 CHF | 44,099 CHF | 100.00% | 100.00% |
05/07/2024 | 2.91% | 0.82 CHF | 0.83 CHF | 118,000 | 118,000 | 52,340 | 52,340 | 42,252 CHF | 43,199 CHF | 99.81% | 99.81% |
04/07/2024 | 3.15% | 0.79 CHF | 0.81 CHF | 47,000 | 47,000 | 37,434 | 37,434 | 29,605 CHF | 30,508 CHF | 99.98% | 99.98% |
03/07/2024 | 2.97% | 0.80 CHF | 0.81 CHF | 116,000 | 116,000 | 52,038 | 52,038 | 40,596 CHF | 41,539 CHF | 99.98% | 99.98% |
02/07/2024 | 3.00% | 0.78 CHF | 0.79 CHF | 116,000 | 116,000 | 51,750 | 51,750 | 40,099 CHF | 41,036 CHF | 100.00% | 100.00% |