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 | 1.90% | 0.51 CHF | 0.52 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 31,221 CHF | 31,821 CHF | 100.00% | 100.00% |
12/07/2024 | 1.91% | 0.53 CHF | 0.54 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 31,037 CHF | 31,637 CHF | 100.00% | 100.00% |
11/07/2024 | 1.91% | 0.51 CHF | 0.52 CHF | 60,000 | 60,000 | 59,953 | 59,953 | 31,133 CHF | 31,733 CHF | 100.00% | 100.00% |
10/07/2024 | 2.02% | 0.50 CHF | 0.51 CHF | 60,000 | 60,000 | 60,202 | 60,202 | 29,567 CHF | 30,169 CHF | 100.00% | 100.00% |
09/07/2024 | 2.04% | 0.48 CHF | 0.49 CHF | 60,000 | 60,000 | 60,500 | 60,500 | 29,365 CHF | 29,970 CHF | 100.00% | 100.00% |
08/07/2024 | 1.98% | 0.48 CHF | 0.49 CHF | 60,000 | 60,000 | 60,214 | 60,214 | 30,050 CHF | 30,652 CHF | 100.00% | 100.00% |
05/07/2024 | 2.05% | 0.47 CHF | 0.48 CHF | 60,000 | 60,000 | 60,343 | 60,343 | 29,147 CHF | 29,750 CHF | 100.00% | 100.00% |
04/07/2024 | 2.00% | 0.50 CHF | 0.51 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 29,719 CHF | 30,319 CHF | 100.00% | 100.00% |
03/07/2024 | 2.11% | 0.47 CHF | 0.48 CHF | 60,000 | 60,000 | 61,916 | 61,916 | 28,991 CHF | 29,610 CHF | 100.00% | 100.00% |
02/07/2024 | 2.27% | 0.43 CHF | 0.44 CHF | 65,000 | 65,000 | 65,000 | 65,000 | 28,341 CHF | 28,991 CHF | 100.00% | 100.00% |