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 | 1.51% | 0.68 CHF | 0.69 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 52,598 CHF | 50,061 CHF | 99.61% | 99.61% |
12/07/2024 | 1.51% | 0.66 CHF | 0.67 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 52,568 CHF | 50,032 CHF | 99.01% | 99.01% |
11/07/2024 | 1.53% | 0.64 CHF | 0.65 CHF | 80,000 | 75,000 | 80,583 | 75,000 | 52,099 CHF | 49,254 CHF | 93.88% | 93.88% |
10/07/2024 | 1.45% | 0.68 CHF | 0.69 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 54,847 CHF | 52,169 CHF | 100.00% | 100.00% |
09/07/2024 | 1.59% | 0.66 CHF | 0.67 CHF | 80,000 | 75,000 | 86,106 | 75,000 | 53,850 CHF | 47,701 CHF | 100.00% | 100.00% |
08/07/2024 | 1.63% | 0.60 CHF | 0.61 CHF | 90,000 | 75,000 | 87,876 | 75,000 | 53,590 CHF | 46,527 CHF | 97.53% | 97.53% |
05/07/2024 | 1.59% | 0.63 CHF | 0.64 CHF | 80,000 | 75,000 | 84,814 | 75,000 | 52,788 CHF | 47,485 CHF | 98.69% | 98.69% |
04/07/2024 | 1.59% | 0.62 CHF | 0.63 CHF | 90,000 | 75,000 | 86,187 | 75,000 | 53,728 CHF | 47,528 CHF | 87.44% | 87.44% |
03/07/2024 | 1.55% | 0.62 CHF | 0.63 CHF | 90,000 | 75,000 | 80,413 | 75,000 | 51,590 CHF | 48,875 CHF | 99.95% | 99.95% |
02/07/2024 | 1.40% | 0.68 CHF | 0.69 CHF | 80,000 | 75,000 | 77,662 | 75,000 | 55,064 CHF | 53,959 CHF | 100.00% | 100.00% |