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 | 4.02% | 0.61 CHF | 0.62 CHF | 120,000 | 120,000 | 54,047 | 54,047 | 32,095 CHF | 33,071 CHF | 100.00% | 100.00% |
12/07/2024 | 2.83% | 0.60 CHF | 0.61 CHF | 120,000 | 120,000 | 54,679 | 54,679 | 34,186 CHF | 35,016 CHF | 100.00% | 100.00% |
11/07/2024 | 2.64% | 0.67 CHF | 0.68 CHF | 122,000 | 122,000 | 55,177 | 55,177 | 36,980 CHF | 37,817 CHF | 99.81% | 99.81% |
10/07/2024 | 2.71% | 0.68 CHF | 0.69 CHF | 122,000 | 122,000 | 54,891 | 54,891 | 36,320 CHF | 37,152 CHF | 100.00% | 100.00% |
09/07/2024 | 3.94% | 0.63 CHF | 0.64 CHF | 120,000 | 120,000 | 53,764 | 53,764 | 31,968 CHF | 32,941 CHF | 99.73% | 99.73% |
08/07/2024 | 4.45% | 0.55 CHF | 0.56 CHF | 118,000 | 118,000 | 53,240 | 53,240 | 27,926 CHF | 28,894 CHF | 100.00% | 100.00% |
05/07/2024 | 4.52% | 0.54 CHF | 0.55 CHF | 118,000 | 118,000 | 52,340 | 52,340 | 27,285 CHF | 28,232 CHF | 99.81% | 99.81% |
04/07/2024 | 4.89% | 0.51 CHF | 0.53 CHF | 47,000 | 47,000 | 37,434 | 37,434 | 18,936 CHF | 19,839 CHF | 99.98% | 99.98% |
03/07/2024 | 4.70% | 0.51 CHF | 0.52 CHF | 116,000 | 116,000 | 52,038 | 52,038 | 25,561 CHF | 26,504 CHF | 99.98% | 99.98% |
02/07/2024 | 4.78% | 0.50 CHF | 0.51 CHF | 116,000 | 116,000 | 51,750 | 51,750 | 25,128 CHF | 26,065 CHF | 100.00% | 100.00% |