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 | 1.97% | 0.49 CHF | 0.50 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 30,098 CHF | 30,698 CHF | 100.00% | 100.00% |
12/07/2024 | 1.99% | 0.51 CHF | 0.52 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 29,833 CHF | 30,433 CHF | 100.00% | 100.00% |
11/07/2024 | 1.98% | 0.49 CHF | 0.50 CHF | 60,000 | 60,000 | 59,954 | 59,954 | 30,028 CHF | 30,628 CHF | 100.00% | 100.00% |
10/07/2024 | 2.09% | 0.48 CHF | 0.49 CHF | 60,000 | 60,000 | 60,202 | 60,202 | 28,470 CHF | 29,072 CHF | 100.00% | 100.00% |
09/07/2024 | 2.13% | 0.46 CHF | 0.47 CHF | 60,000 | 60,000 | 60,500 | 60,500 | 28,149 CHF | 28,754 CHF | 100.00% | 100.00% |
08/07/2024 | 2.06% | 0.47 CHF | 0.48 CHF | 60,000 | 60,000 | 60,214 | 60,214 | 28,985 CHF | 29,587 CHF | 100.00% | 100.00% |
05/07/2024 | 2.14% | 0.45 CHF | 0.46 CHF | 60,000 | 60,000 | 60,344 | 60,344 | 27,934 CHF | 28,537 CHF | 100.00% | 100.00% |
04/07/2024 | 2.07% | 0.48 CHF | 0.49 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 28,653 CHF | 29,253 CHF | 100.00% | 100.00% |
03/07/2024 | 2.20% | 0.45 CHF | 0.46 CHF | 60,000 | 60,000 | 61,917 | 61,917 | 27,843 CHF | 28,462 CHF | 100.00% | 100.00% |
02/07/2024 | 2.38% | 0.41 CHF | 0.42 CHF | 65,000 | 65,000 | 65,000 | 65,000 | 27,022 CHF | 27,672 CHF | 100.00% | 100.00% |