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 | 1.37% | 0.72 CHF | 0.73 CHF | 95,000 | 95,000 | 95,000 | 95,000 | 68,842 CHF | 69,792 CHF | 100.00% | 100.00% |
12/07/2024 | 1.44% | 0.70 CHF | 0.71 CHF | 95,000 | 95,000 | 95,000 | 95,000 | 65,405 CHF | 66,355 CHF | 100.00% | 100.00% |
11/07/2024 | 1.78% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 99,906 | 99,906 | 55,683 CHF | 56,683 CHF | 100.00% | 100.00% |
10/07/2024 | 1.85% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,581 CHF | 54,581 CHF | 100.00% | 100.00% |
09/07/2024 | 1.73% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 98,724 | 98,724 | 56,690 CHF | 57,678 CHF | 100.00% | 100.00% |
08/07/2024 | 1.52% | 0.62 CHF | 0.63 CHF | 95,000 | 95,000 | 95,000 | 95,000 | 61,879 CHF | 62,829 CHF | 100.00% | 100.00% |
05/07/2024 | 1.41% | 0.67 CHF | 0.68 CHF | 95,000 | 95,000 | 95,000 | 95,000 | 67,032 CHF | 67,982 CHF | 99.81% | 99.81% |
04/07/2024 | 1.40% | 0.72 CHF | 0.73 CHF | 95,000 | 95,000 | 95,000 | 95,000 | 67,281 CHF | 68,231 CHF | 99.49% | 99.49% |
03/07/2024 | 1.42% | 0.70 CHF | 0.71 CHF | 95,000 | 95,000 | 95,000 | 95,000 | 66,582 CHF | 67,532 CHF | 99.37% | 99.37% |
02/07/2024 | 1.59% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 95,699 | 95,699 | 59,849 CHF | 60,806 CHF | 100.00% | 100.00% |