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 | 1.06% | 0.91 CHF | 0.92 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 56,078 CHF | 47,231 CHF | 98.52% | 98.52% |
12/07/2024 | 1.07% | 0.91 CHF | 0.92 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 55,607 CHF | 46,839 CHF | 99.38% | 99.38% |
11/07/2024 | 1.07% | 0.92 CHF | 0.93 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 55,546 CHF | 46,788 CHF | 99.16% | 99.16% |
10/07/2024 | 1.14% | 0.90 CHF | 0.91 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 52,521 CHF | 44,267 CHF | 100.00% | 100.00% |
09/07/2024 | 1.14% | 0.85 CHF | 0.86 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 52,293 CHF | 44,077 CHF | 100.00% | 100.00% |
08/07/2024 | 1.15% | 0.86 CHF | 0.87 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 52,054 CHF | 43,879 CHF | 100.00% | 100.00% |
05/07/2024 | 1.16% | 0.85 CHF | 0.86 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 51,501 CHF | 43,417 CHF | 99.62% | 99.62% |
04/07/2024 | 1.16% | 0.86 CHF | 0.87 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 51,529 CHF | 43,441 CHF | 100.00% | 100.00% |
03/07/2024 | 1.21% | 0.83 CHF | 0.84 CHF | 70,000 | 50,000 | 69,998 | 50,000 | 57,630 CHF | 41,666 CHF | 99.73% | 99.73% |
02/07/2024 | 1.25% | 0.82 CHF | 0.83 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 55,480 CHF | 40,128 CHF | 100.00% | 100.00% |