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 | 1.30% | 0.76 CHF | 0.77 CHF | 80,000 | 80,000 | 35,790 | 35,790 | 27,591 CHF | 27,950 CHF | 100.00% | 100.00% |
12/07/2024 | 1.27% | 0.77 CHF | 0.78 CHF | 80,000 | 80,000 | 35,074 | 35,074 | 28,827 CHF | 29,182 CHF | 100.00% | 100.00% |
11/07/2024 | 1.56% | 0.73 CHF | 0.74 CHF | 80,000 | 80,000 | 35,614 | 35,614 | 24,057 CHF | 24,414 CHF | 100.00% | 100.00% |
10/07/2024 | 1.68% | 0.60 CHF | 0.61 CHF | 82,000 | 82,000 | 36,812 | 36,812 | 22,411 CHF | 22,781 CHF | 99.89% | 99.89% |
09/07/2024 | 2.15% | 0.57 CHF | 0.58 CHF | 84,000 | 84,000 | 35,675 | 35,675 | 20,749 CHF | 21,122 CHF | 99.70% | 99.70% |
08/07/2024 | 1.81% | 0.56 CHF | 0.57 CHF | 84,000 | 84,000 | 36,471 | 36,471 | 21,540 CHF | 21,917 CHF | 99.32% | 99.32% |
05/07/2024 | 1.67% | 0.57 CHF | 0.58 CHF | 84,000 | 84,000 | 37,462 | 37,462 | 22,068 CHF | 22,443 CHF | 99.89% | 99.89% |
04/07/2024 | 1.64% | 0.59 CHF | 0.60 CHF | 33,000 | 33,000 | 26,663 | 26,663 | 16,140 CHF | 16,407 CHF | 99.66% | 99.66% |
03/07/2024 | 2.07% | 0.56 CHF | 0.57 CHF | 84,000 | 84,000 | 34,868 | 34,868 | 19,950 CHF | 20,325 CHF | 100.00% | 100.00% |
02/07/2024 | 1.97% | 0.52 CHF | 0.53 CHF | 84,000 | 84,000 | 37,443 | 37,443 | 19,483 CHF | 19,861 CHF | 99.99% | 99.99% |