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 | 1.81% | 0.56 CHF | 0.57 CHF | 60,000 | 60,000 | 33,071 | 33,071 | 18,566 CHF | 18,897 CHF | 99.99% | 99.99% |
12/07/2024 | 1.57% | 0.60 CHF | 0.61 CHF | 60,000 | 60,000 | 33,290 | 33,290 | 21,364 CHF | 21,698 CHF | 99.94% | 99.94% |
11/07/2024 | 1.56% | 0.64 CHF | 0.65 CHF | 60,000 | 60,000 | 32,817 | 32,817 | 21,662 CHF | 21,994 CHF | 99.43% | 99.43% |
10/07/2024 | 1.41% | 0.69 CHF | 0.70 CHF | 65,000 | 65,000 | 35,426 | 35,426 | 25,280 CHF | 25,635 CHF | 99.84% | 99.84% |
09/07/2024 | 1.33% | 0.77 CHF | 0.78 CHF | 65,000 | 65,000 | 35,983 | 35,983 | 27,554 CHF | 27,915 CHF | 99.66% | 99.66% |
08/07/2024 | 1.32% | 0.79 CHF | 0.80 CHF | 65,000 | 65,000 | 35,885 | 35,885 | 27,749 CHF | 28,109 CHF | 100.00% | 100.00% |
05/07/2024 | 1.38% | 0.71 CHF | 0.72 CHF | 65,000 | 65,000 | 35,851 | 35,851 | 26,362 CHF | 26,721 CHF | 99.53% | 99.53% |
04/07/2024 | 1.28% | 0.76 CHF | 0.77 CHF | 33,000 | 33,000 | 29,240 | 29,240 | 22,651 CHF | 22,943 CHF | 98.93% | 98.93% |
03/07/2024 | 1.18% | 0.78 CHF | 0.79 CHF | 65,000 | 65,000 | 35,270 | 35,270 | 29,783 CHF | 30,137 CHF | 98.22% | 98.22% |
02/07/2024 | 1.11% | 0.93 CHF | 0.94 CHF | 65,000 | 65,000 | 35,756 | 35,756 | 32,745 CHF | 33,104 CHF | 100.00% | 100.00% |