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 | 1.33% | 0.77 CHF | 0.78 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 56,205 CHF | 56,955 CHF | 99.61% | 99.61% |
12/07/2024 | 1.33% | 0.75 CHF | 0.76 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 56,150 CHF | 56,900 CHF | 99.01% | 99.01% |
11/07/2024 | 1.34% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 75,008 | 75,000 | 55,443 CHF | 56,187 CHF | 93.88% | 93.88% |
10/07/2024 | 1.28% | 0.77 CHF | 0.78 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 58,245 CHF | 58,995 CHF | 100.00% | 100.00% |
09/07/2024 | 1.39% | 0.75 CHF | 0.76 CHF | 75,000 | 75,000 | 78,031 | 75,000 | 55,917 CHF | 54,520 CHF | 100.00% | 100.00% |
08/07/2024 | 1.42% | 0.69 CHF | 0.70 CHF | 80,000 | 75,000 | 78,938 | 75,000 | 55,262 CHF | 53,277 CHF | 97.53% | 97.53% |
05/07/2024 | 1.39% | 0.72 CHF | 0.73 CHF | 75,000 | 75,000 | 77,337 | 75,000 | 55,391 CHF | 54,498 CHF | 98.69% | 98.69% |
04/07/2024 | 1.38% | 0.71 CHF | 0.72 CHF | 80,000 | 75,000 | 76,822 | 75,000 | 55,115 CHF | 54,573 CHF | 87.44% | 87.44% |
03/07/2024 | 1.35% | 0.72 CHF | 0.73 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 55,216 CHF | 55,966 CHF | 99.95% | 99.95% |
02/07/2024 | 1.24% | 0.77 CHF | 0.78 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 60,277 CHF | 61,027 CHF | 100.00% | 100.00% |