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 | 2.75% | 0.77 CHF | 0.79 CHF | 75,000 | 75,000 | 62,201 | 62,201 | 47,461 CHF | 48,696 CHF | 98.73% | 98.73% |
12/07/2024 | 2.35% | 0.78 CHF | 0.80 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 57,614 CHF | 58,982 CHF | 99.38% | 99.38% |
11/07/2024 | 2.23% | 0.76 CHF | 0.77 CHF | 75,000 | 75,000 | 76,737 | 75,000 | 55,644 CHF | 55,654 CHF | 99.15% | 99.15% |
10/07/2024 | 2.41% | 0.70 CHF | 0.72 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 55,588 CHF | 53,387 CHF | 100.00% | 100.00% |
09/07/2024 | 2.41% | 0.68 CHF | 0.70 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 55,538 CHF | 53,338 CHF | 100.00% | 100.00% |
08/07/2024 | 2.19% | 0.69 CHF | 0.71 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 56,262 CHF | 53,911 CHF | 100.00% | 100.00% |
05/07/2024 | 2.35% | 0.70 CHF | 0.72 CHF | 80,000 | 75,000 | 79,002 | 75,000 | 56,076 CHF | 54,511 CHF | 99.62% | 99.62% |
04/07/2024 | 1.97% | 0.71 CHF | 0.73 CHF | 80,000 | 75,000 | 76,187 | 75,000 | 54,883 CHF | 55,117 CHF | 100.00% | 100.00% |
03/07/2024 | 2.46% | 0.71 CHF | 0.73 CHF | 80,000 | 75,000 | 79,061 | 75,000 | 56,068 CHF | 54,523 CHF | 99.73% | 99.73% |
02/07/2024 | 2.09% | 0.72 CHF | 0.73 CHF | 75,000 | 75,000 | 78,603 | 75,000 | 54,701 CHF | 53,334 CHF | 100.00% | 100.00% |