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 | 1.13% | 0.87 CHF | 0.88 CHF | 95,000 | 95,000 | 95,000 | 95,000 | 83,782 CHF | 84,732 CHF | 100.00% | 100.00% |
12/07/2024 | 1.18% | 0.86 CHF | 0.87 CHF | 95,000 | 95,000 | 95,000 | 95,000 | 80,373 CHF | 81,323 CHF | 100.00% | 100.00% |
11/07/2024 | 1.39% | 0.74 CHF | 0.75 CHF | 100,000 | 100,000 | 99,906 | 99,906 | 71,332 CHF | 72,332 CHF | 100.00% | 100.00% |
10/07/2024 | 1.43% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 69,408 CHF | 70,408 CHF | 100.00% | 100.00% |
09/07/2024 | 1.36% | 0.68 CHF | 0.69 CHF | 100,000 | 100,000 | 98,724 | 98,724 | 72,269 CHF | 73,256 CHF | 100.00% | 100.00% |
08/07/2024 | 1.23% | 0.78 CHF | 0.79 CHF | 95,000 | 95,000 | 95,000 | 95,000 | 76,699 CHF | 77,649 CHF | 100.00% | 100.00% |
05/07/2024 | 1.16% | 0.83 CHF | 0.84 CHF | 95,000 | 95,000 | 95,000 | 95,000 | 81,789 CHF | 82,739 CHF | 99.81% | 99.81% |
04/07/2024 | 1.15% | 0.88 CHF | 0.89 CHF | 95,000 | 95,000 | 95,000 | 95,000 | 82,164 CHF | 83,114 CHF | 99.49% | 99.49% |
03/07/2024 | 1.16% | 0.86 CHF | 0.87 CHF | 95,000 | 95,000 | 95,000 | 95,000 | 81,297 CHF | 82,247 CHF | 99.35% | 99.35% |
02/07/2024 | 1.27% | 0.77 CHF | 0.78 CHF | 100,000 | 100,000 | 95,699 | 95,699 | 74,764 CHF | 75,721 CHF | 100.00% | 100.00% |