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 | 2.72% | 0.38 CHF | 0.39 CHF | 120,000 | 120,000 | 53,530 | 53,530 | 19,999 CHF | 20,536 CHF | 99.99% | 99.99% |
12/07/2024 | 2.66% | 0.37 CHF | 0.38 CHF | 120,000 | 120,000 | 53,522 | 53,522 | 20,130 CHF | 20,668 CHF | 100.00% | 100.00% |
11/07/2024 | 2.37% | 0.41 CHF | 0.42 CHF | 110,000 | 110,000 | 51,578 | 51,578 | 22,089 CHF | 22,608 CHF | 99.99% | 99.99% |
10/07/2024 | 2.40% | 0.42 CHF | 0.43 CHF | 110,000 | 110,000 | 51,395 | 51,395 | 21,819 CHF | 22,336 CHF | 100.00% | 100.00% |
09/07/2024 | 2.49% | 0.41 CHF | 0.42 CHF | 110,000 | 110,000 | 51,403 | 51,403 | 21,211 CHF | 21,728 CHF | 100.00% | 100.00% |
08/07/2024 | 2.65% | 0.38 CHF | 0.39 CHF | 120,000 | 120,000 | 53,482 | 53,482 | 20,477 CHF | 21,015 CHF | 100.00% | 100.00% |
05/07/2024 | 3.11% | 0.36 CHF | 0.37 CHF | 120,000 | 120,000 | 53,221 | 53,221 | 18,150 CHF | 18,688 CHF | 99.89% | 99.89% |
04/07/2024 | 2.92% | 0.35 CHF | 0.36 CHF | 50,000 | 50,000 | 39,247 | 39,247 | 13,369 CHF | 13,763 CHF | 100.00% | 100.00% |
03/07/2024 | 2.69% | 0.35 CHF | 0.36 CHF | 120,000 | 120,000 | 53,523 | 53,523 | 20,026 CHF | 20,563 CHF | 100.00% | 100.00% |
02/07/2024 | 2.82% | 0.36 CHF | 0.37 CHF | 120,000 | 120,000 | 52,696 | 52,696 | 19,015 CHF | 19,544 CHF | 100.00% | 100.00% |