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 | 2.07% | 0.49 CHF | 0.50 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 28,680 CHF | 29,280 CHF | 100.00% | 100.00% |
12/07/2024 | 2.06% | 0.47 CHF | 0.48 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 28,880 CHF | 29,480 CHF | 100.00% | 100.00% |
11/07/2024 | 2.07% | 0.49 CHF | 0.50 CHF | 60,000 | 60,000 | 59,954 | 59,954 | 28,688 CHF | 29,288 CHF | 100.00% | 100.00% |
10/07/2024 | 1.97% | 0.49 CHF | 0.50 CHF | 60,000 | 60,000 | 60,203 | 60,203 | 30,326 CHF | 30,928 CHF | 100.00% | 100.00% |
09/07/2024 | 1.94% | 0.52 CHF | 0.53 CHF | 60,000 | 60,000 | 60,500 | 60,500 | 30,945 CHF | 31,550 CHF | 100.00% | 100.00% |
08/07/2024 | 2.00% | 0.51 CHF | 0.52 CHF | 60,000 | 60,000 | 60,214 | 60,214 | 29,897 CHF | 30,499 CHF | 100.00% | 100.00% |
05/07/2024 | 1.92% | 0.53 CHF | 0.54 CHF | 60,000 | 60,000 | 60,344 | 60,344 | 31,192 CHF | 31,795 CHF | 100.00% | 100.00% |
04/07/2024 | 1.96% | 0.50 CHF | 0.51 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 30,282 CHF | 30,882 CHF | 100.00% | 100.00% |
03/07/2024 | 1.87% | 0.53 CHF | 0.54 CHF | 60,000 | 60,000 | 61,917 | 61,917 | 32,882 CHF | 33,501 CHF | 100.00% | 100.00% |
02/07/2024 | 1.76% | 0.57 CHF | 0.58 CHF | 65,000 | 65,000 | 65,000 | 65,000 | 36,534 CHF | 37,184 CHF | 99.99% | 99.99% |