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 | 2.62% | 0.78 CHF | 0.80 CHF | 75,000 | 75,000 | 62,281 | 62,281 | 48,361 CHF | 49,566 CHF | 98.41% | 98.41% |
12/07/2024 | 2.00% | 0.79 CHF | 0.81 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 58,719 CHF | 59,903 CHF | 99.38% | 99.38% |
11/07/2024 | 2.29% | 0.77 CHF | 0.79 CHF | 75,000 | 75,000 | 76,065 | 75,000 | 56,109 CHF | 56,631 CHF | 98.55% | 98.55% |
10/07/2024 | 2.28% | 0.71 CHF | 0.73 CHF | 80,000 | 75,000 | 79,712 | 75,000 | 56,458 CHF | 54,349 CHF | 100.00% | 100.00% |
09/07/2024 | 2.40% | 0.69 CHF | 0.71 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 56,563 CHF | 54,317 CHF | 100.00% | 100.00% |
08/07/2024 | 2.47% | 0.71 CHF | 0.72 CHF | 80,000 | 75,000 | 77,362 | 75,000 | 55,312 CHF | 54,979 CHF | 100.00% | 100.00% |
05/07/2024 | 2.24% | 0.71 CHF | 0.73 CHF | 80,000 | 75,000 | 75,455 | 75,000 | 54,584 CHF | 55,489 CHF | 99.62% | 99.62% |
04/07/2024 | 2.43% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 54,936 CHF | 56,287 CHF | 100.00% | 100.00% |
03/07/2024 | 2.42% | 0.72 CHF | 0.74 CHF | 75,000 | 75,000 | 75,788 | 75,000 | 54,680 CHF | 55,448 CHF | 99.73% | 99.73% |
02/07/2024 | 2.48% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 78,069 | 75,000 | 55,236 CHF | 54,442 CHF | 100.00% | 100.00% |