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 | 1.08% | 0.94 CHF | 0.95 CHF | 60,000 | 60,000 | 33,101 | 33,101 | 30,999 CHF | 31,330 CHF | 99.68% | 99.68% |
12/07/2024 | 1.20% | 0.90 CHF | 0.91 CHF | 60,000 | 60,000 | 33,289 | 33,289 | 28,566 CHF | 28,901 CHF | 99.94% | 99.94% |
11/07/2024 | 1.23% | 0.85 CHF | 0.86 CHF | 60,000 | 60,000 | 32,808 | 32,808 | 27,598 CHF | 27,930 CHF | 99.43% | 99.43% |
10/07/2024 | 1.29% | 0.82 CHF | 0.83 CHF | 65,000 | 65,000 | 35,425 | 35,425 | 28,103 CHF | 28,458 CHF | 99.84% | 99.84% |
09/07/2024 | 1.37% | 0.73 CHF | 0.74 CHF | 65,000 | 65,000 | 35,982 | 35,982 | 26,627 CHF | 26,988 CHF | 99.66% | 99.66% |
08/07/2024 | 1.40% | 0.72 CHF | 0.73 CHF | 65,000 | 65,000 | 35,884 | 35,884 | 26,178 CHF | 26,539 CHF | 100.00% | 100.00% |
05/07/2024 | 1.32% | 0.80 CHF | 0.81 CHF | 65,000 | 65,000 | 35,852 | 35,852 | 27,719 CHF | 28,078 CHF | 99.53% | 99.53% |
04/07/2024 | 1.35% | 0.75 CHF | 0.76 CHF | 33,000 | 33,000 | 29,239 | 29,239 | 21,558 CHF | 21,851 CHF | 98.94% | 98.94% |
03/07/2024 | 1.55% | 0.74 CHF | 0.75 CHF | 65,000 | 65,000 | 35,268 | 35,268 | 23,627 CHF | 23,980 CHF | 98.22% | 98.22% |
02/07/2024 | 1.68% | 0.59 CHF | 0.60 CHF | 65,000 | 65,000 | 35,755 | 35,755 | 21,528 CHF | 21,886 CHF | 100.00% | 100.00% |