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 | 1.40% | 0.78 CHF | 0.79 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 71,133 CHF | 72,133 CHF | 100.00% | 100.00% |
12/07/2024 | 1.37% | 0.68 CHF | 0.69 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 65,080 CHF | 65,980 CHF | 100.00% | 100.00% |
11/07/2024 | 1.27% | 0.76 CHF | 0.77 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 70,511 CHF | 71,411 CHF | 100.00% | 100.00% |
10/07/2024 | 1.19% | 0.80 CHF | 0.81 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 66,657 CHF | 67,457 CHF | 100.00% | 100.00% |
09/07/2024 | 1.24% | 0.84 CHF | 0.85 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 64,407 CHF | 65,207 CHF | 100.00% | 100.00% |
08/07/2024 | 1.20% | 0.84 CHF | 0.85 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 66,457 CHF | 67,257 CHF | 100.00% | 100.00% |
05/07/2024 | 1.19% | 0.87 CHF | 0.88 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 66,701 CHF | 67,501 CHF | 100.00% | 100.00% |
04/07/2024 | 1.20% | 0.82 CHF | 0.83 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 66,318 CHF | 67,118 CHF | 100.00% | 100.00% |
03/07/2024 | 1.15% | 0.84 CHF | 0.85 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 69,470 CHF | 70,270 CHF | 100.00% | 100.00% |
02/07/2024 | 1.06% | 0.87 CHF | 0.88 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 65,640 CHF | 66,340 CHF | 100.00% | 100.00% |