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 | 2.19% | 0.47 CHF | 0.48 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 27,074 CHF | 27,674 CHF | 100.00% | 100.00% |
12/07/2024 | 2.17% | 0.45 CHF | 0.46 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 27,300 CHF | 27,900 CHF | 99.99% | 99.99% |
11/07/2024 | 2.19% | 0.46 CHF | 0.47 CHF | 60,000 | 60,000 | 59,953 | 59,953 | 27,093 CHF | 27,693 CHF | 100.00% | 100.00% |
10/07/2024 | 2.07% | 0.47 CHF | 0.48 CHF | 60,000 | 60,000 | 60,202 | 60,202 | 28,806 CHF | 29,408 CHF | 100.00% | 100.00% |
09/07/2024 | 2.04% | 0.49 CHF | 0.50 CHF | 60,000 | 60,000 | 60,500 | 60,500 | 29,366 CHF | 29,971 CHF | 100.00% | 100.00% |
08/07/2024 | 2.10% | 0.49 CHF | 0.50 CHF | 60,000 | 60,000 | 60,214 | 60,214 | 28,389 CHF | 28,992 CHF | 100.00% | 100.00% |
05/07/2024 | 2.02% | 0.51 CHF | 0.52 CHF | 60,000 | 60,000 | 60,343 | 60,343 | 29,540 CHF | 30,144 CHF | 100.00% | 100.00% |
04/07/2024 | 2.07% | 0.47 CHF | 0.48 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 28,699 CHF | 29,299 CHF | 100.00% | 100.00% |
03/07/2024 | 1.97% | 0.51 CHF | 0.52 CHF | 60,000 | 60,000 | 61,916 | 61,916 | 31,226 CHF | 31,845 CHF | 100.00% | 100.00% |
02/07/2024 | 1.85% | 0.54 CHF | 0.55 CHF | 65,000 | 65,000 | 65,000 | 65,000 | 34,802 CHF | 35,452 CHF | 100.00% | 100.00% |