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% | 0.98 CHF | 0.99 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 56,714 CHF | 47,799 CHF | 98.59% | 98.59% |
12/07/2024 | 1.56% | 0.99 CHF | 1.01 CHF | 60,000 | 50,000 | 56,875 | 50,000 | 56,261 CHF | 50,281 CHF | 99.38% | 99.38% |
11/07/2024 | 1.39% | 0.98 CHF | 0.99 CHF | 60,000 | 50,000 | 59,712 | 50,000 | 55,870 CHF | 47,454 CHF | 99.16% | 99.16% |
10/07/2024 | 1.60% | 0.84 CHF | 0.86 CHF | 60,000 | 50,000 | 64,384 | 50,000 | 53,822 CHF | 42,540 CHF | 100.00% | 100.00% |
09/07/2024 | 1.86% | 0.83 CHF | 0.85 CHF | 70,000 | 50,000 | 69,954 | 50,000 | 56,785 CHF | 41,348 CHF | 100.00% | 100.00% |
08/07/2024 | 1.88% | 0.84 CHF | 0.85 CHF | 60,000 | 50,000 | 68,588 | 50,000 | 55,985 CHF | 41,610 CHF | 100.00% | 100.00% |
05/07/2024 | 1.34% | 0.86 CHF | 0.87 CHF | 60,000 | 50,000 | 60,261 | 50,000 | 51,815 CHF | 43,581 CHF | 99.62% | 99.62% |
04/07/2024 | 1.33% | 0.84 CHF | 0.85 CHF | 60,000 | 50,000 | 63,290 | 50,000 | 53,284 CHF | 42,690 CHF | 100.00% | 100.00% |
03/07/2024 | 1.20% | 0.89 CHF | 0.90 CHF | 60,000 | 50,000 | 59,602 | 50,000 | 55,866 CHF | 47,454 CHF | 99.73% | 99.73% |
02/07/2024 | 1.00% | 1.04 CHF | 1.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,012 CHF | 54,556 CHF | 100.00% | 100.00% |