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 | 1.58% | 0.66 CHF | 0.67 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 37,690 CHF | 38,290 CHF | 100.00% | 100.00% |
12/07/2024 | 1.40% | 0.64 CHF | 0.65 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 42,628 CHF | 43,228 CHF | 98.12% | 98.12% |
11/07/2024 | 1.31% | 0.75 CHF | 0.76 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 45,531 CHF | 46,131 CHF | 99.87% | 99.87% |
10/07/2024 | 1.22% | 0.79 CHF | 0.80 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 49,019 CHF | 49,619 CHF | 99.83% | 99.83% |
09/07/2024 | 1.19% | 0.84 CHF | 0.85 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 50,147 CHF | 50,747 CHF | 100.00% | 100.00% |
08/07/2024 | 1.17% | 0.85 CHF | 0.86 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 51,024 CHF | 51,624 CHF | 100.00% | 100.00% |
05/07/2024 | 1.21% | 0.81 CHF | 0.82 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 49,358 CHF | 49,958 CHF | 100.00% | 100.00% |
04/07/2024 | 1.11% | 0.87 CHF | 0.88 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 53,604 CHF | 54,204 CHF | 100.00% | 100.00% |
03/07/2024 | 0.98% | 0.97 CHF | 0.98 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 61,093 CHF | 61,693 CHF | 99.51% | 99.51% |
02/07/2024 | 0.90% | 1.04 CHF | 1.05 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 66,328 CHF | 66,928 CHF | 100.00% | 100.00% |