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 | 1.61% | 0.63 CHF | 0.64 CHF | 120,000 | 120,000 | 66,144 | 66,144 | 41,738 CHF | 42,401 CHF | 100.00% | 100.00% |
12/07/2024 | 1.51% | 0.65 CHF | 0.66 CHF | 120,000 | 120,000 | 66,488 | 66,488 | 44,646 CHF | 45,313 CHF | 99.94% | 99.94% |
11/07/2024 | 1.52% | 0.67 CHF | 0.68 CHF | 120,000 | 120,000 | 65,611 | 65,611 | 44,689 CHF | 45,352 CHF | 99.43% | 99.43% |
10/07/2024 | 1.42% | 0.70 CHF | 0.71 CHF | 130,000 | 130,000 | 70,608 | 70,608 | 50,066 CHF | 50,774 CHF | 99.84% | 99.84% |
09/07/2024 | 1.38% | 0.74 CHF | 0.75 CHF | 130,000 | 130,000 | 71,723 | 71,723 | 52,592 CHF | 53,310 CHF | 99.66% | 99.66% |
08/07/2024 | 1.38% | 0.74 CHF | 0.75 CHF | 130,000 | 130,000 | 71,526 | 71,526 | 52,665 CHF | 53,383 CHF | 100.00% | 100.00% |
05/07/2024 | 1.41% | 0.71 CHF | 0.72 CHF | 130,000 | 130,000 | 71,462 | 71,462 | 51,325 CHF | 52,042 CHF | 99.53% | 99.53% |
04/07/2024 | 1.34% | 0.73 CHF | 0.74 CHF | 65,000 | 65,000 | 58,015 | 58,015 | 42,872 CHF | 43,452 CHF | 98.94% | 98.94% |
03/07/2024 | 1.30% | 0.74 CHF | 0.75 CHF | 130,000 | 130,000 | 70,298 | 70,298 | 54,430 CHF | 55,134 CHF | 98.24% | 98.24% |
02/07/2024 | 1.25% | 0.82 CHF | 0.83 CHF | 130,000 | 130,000 | 71,269 | 71,269 | 57,729 CHF | 58,443 CHF | 100.00% | 100.00% |