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 | 1.48% | 0.71 CHF | 0.72 CHF | 90,000 | 90,000 | 44,734 | 44,734 | 30,974 CHF | 31,423 CHF | 100.00% | 100.00% |
12/07/2024 | 1.65% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 46,858 | 46,858 | 29,399 CHF | 29,869 CHF | 99.99% | 99.99% |
11/07/2024 | 1.68% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 46,858 | 46,858 | 28,546 CHF | 29,017 CHF | 99.99% | 99.99% |
10/07/2024 | 1.75% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 46,910 | 46,910 | 27,203 CHF | 27,674 CHF | 99.90% | 99.90% |
09/07/2024 | 1.70% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 46,775 | 46,775 | 28,098 CHF | 28,568 CHF | 100.00% | 100.00% |
08/07/2024 | 1.75% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 46,819 | 46,819 | 27,816 CHF | 28,286 CHF | 100.00% | 100.00% |
05/07/2024 | 1.78% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 46,907 | 46,907 | 26,726 CHF | 27,197 CHF | 99.90% | 99.90% |
04/07/2024 | 1.71% | 0.58 CHF | 0.59 CHF | 40,000 | 40,000 | 34,683 | 34,683 | 20,077 CHF | 20,423 CHF | 100.00% | 100.00% |
03/07/2024 | 1.68% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 46,864 | 46,864 | 28,385 CHF | 28,856 CHF | 100.00% | 100.00% |
02/07/2024 | 1.79% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 46,863 | 46,863 | 26,996 CHF | 27,467 CHF | 100.00% | 100.00% |