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 | 1.81% | 0.57 CHF | 0.58 CHF | 130,000 | 130,000 | 60,976 | 60,976 | 34,486 CHF | 35,099 CHF | 100.00% | 100.00% |
12/07/2024 | 1.79% | 0.56 CHF | 0.57 CHF | 130,000 | 130,000 | 60,971 | 60,971 | 34,598 CHF | 35,210 CHF | 100.00% | 100.00% |
11/07/2024 | 1.60% | 0.61 CHF | 0.62 CHF | 110,000 | 110,000 | 51,584 | 51,584 | 32,878 CHF | 33,396 CHF | 100.00% | 100.00% |
10/07/2024 | 1.62% | 0.63 CHF | 0.64 CHF | 110,000 | 110,000 | 51,396 | 51,396 | 32,498 CHF | 33,014 CHF | 100.00% | 100.00% |
09/07/2024 | 1.68% | 0.61 CHF | 0.62 CHF | 120,000 | 120,000 | 53,659 | 53,659 | 32,988 CHF | 33,528 CHF | 100.00% | 100.00% |
08/07/2024 | 1.77% | 0.58 CHF | 0.59 CHF | 130,000 | 130,000 | 60,907 | 60,907 | 35,219 CHF | 35,832 CHF | 100.00% | 100.00% |
05/07/2024 | 2.04% | 0.55 CHF | 0.56 CHF | 130,000 | 130,000 | 62,962 | 62,962 | 32,727 CHF | 33,364 CHF | 99.89% | 99.89% |
04/07/2024 | 1.90% | 0.53 CHF | 0.54 CHF | 60,000 | 60,000 | 49,208 | 49,208 | 25,888 CHF | 26,381 CHF | 100.00% | 100.00% |
03/07/2024 | 1.79% | 0.53 CHF | 0.54 CHF | 130,000 | 130,000 | 60,975 | 60,975 | 34,392 CHF | 35,005 CHF | 100.00% | 100.00% |
02/07/2024 | 1.87% | 0.55 CHF | 0.56 CHF | 130,000 | 130,000 | 59,869 | 59,869 | 32,643 CHF | 33,245 CHF | 100.00% | 100.00% |