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 | 1.83% | 0.54 CHF | 0.55 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 48,858 CHF | 49,758 CHF | 100.00% | 100.00% |
12/07/2024 | 1.88% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,761 CHF | 53,761 CHF | 100.00% | 100.00% |
11/07/2024 | 1.90% | 0.52 CHF | 0.53 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 46,881 CHF | 47,781 CHF | 100.00% | 100.00% |
10/07/2024 | 1.85% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,515 CHF | 54,515 CHF | 100.00% | 100.00% |
09/07/2024 | 1.75% | 0.51 CHF | 0.52 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 45,370 CHF | 46,170 CHF | 100.00% | 100.00% |
08/07/2024 | 1.57% | 0.62 CHF | 0.63 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 50,627 CHF | 51,427 CHF | 100.00% | 100.00% |
05/07/2024 | 1.50% | 0.64 CHF | 0.65 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 52,990 CHF | 53,790 CHF | 100.00% | 100.00% |
04/07/2024 | 1.61% | 0.62 CHF | 0.63 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 49,335 CHF | 50,135 CHF | 100.00% | 100.00% |
03/07/2024 | 1.65% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,172 CHF | 61,172 CHF | 100.00% | 100.00% |
02/07/2024 | 1.99% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 88,041 | 88,041 | 43,856 CHF | 44,737 CHF | 100.00% | 100.00% |