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 | 1.69% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 77,350 | 75,000 | 55,522 CHF | 54,824 CHF | 98.73% | 98.73% |
12/07/2024 | 1.87% | 0.68 CHF | 0.69 CHF | 80,000 | 75,000 | 76,362 | 75,000 | 55,002 CHF | 55,072 CHF | 99.38% | 99.38% |
11/07/2024 | 1.70% | 0.74 CHF | 0.76 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 57,035 CHF | 58,009 CHF | 99.03% | 99.03% |
10/07/2024 | 1.58% | 0.81 CHF | 0.82 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 63,437 CHF | 64,448 CHF | 100.00% | 100.00% |
09/07/2024 | 1.52% | 0.85 CHF | 0.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 60,971 CHF | 61,906 CHF | 100.00% | 100.00% |
08/07/2024 | 1.57% | 0.82 CHF | 0.84 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 60,975 CHF | 61,940 CHF | 99.76% | 99.76% |
05/07/2024 | 1.72% | 0.82 CHF | 0.83 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 58,614 CHF | 59,627 CHF | 99.50% | 99.50% |
04/07/2024 | 1.56% | 0.78 CHF | 0.79 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 82,100 CHF | 83,387 CHF | 100.00% | 100.00% |
03/07/2024 | 1.43% | 0.87 CHF | 0.88 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 85,298 CHF | 86,523 CHF | 99.73% | 99.73% |
02/07/2024 | 1.34% | 0.91 CHF | 0.92 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 94,058 CHF | 95,326 CHF | 100.00% | 100.00% |