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 | 1.09% | 0.89 CHF | 0.90 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 54,605 CHF | 46,004 CHF | 99.72% | 99.72% |
12/07/2024 | 1.08% | 0.93 CHF | 0.94 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 55,417 CHF | 46,680 CHF | 99.01% | 99.01% |
11/07/2024 | 1.05% | 0.94 CHF | 0.95 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 56,606 CHF | 47,672 CHF | 98.91% | 98.91% |
10/07/2024 | 1.10% | 0.92 CHF | 0.93 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 54,365 CHF | 45,805 CHF | 100.00% | 100.00% |
09/07/2024 | 1.14% | 0.85 CHF | 0.86 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 52,398 CHF | 44,165 CHF | 100.00% | 100.00% |
08/07/2024 | 1.10% | 0.90 CHF | 0.91 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 54,290 CHF | 45,742 CHF | 100.00% | 100.00% |
05/07/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 53,046 CHF | 44,705 CHF | 98.86% | 98.86% |
04/07/2024 | 1.14% | 0.88 CHF | 0.89 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 52,364 CHF | 44,137 CHF | 100.00% | 100.00% |
03/07/2024 | 1.20% | 0.85 CHF | 0.86 CHF | 60,000 | 50,000 | 67,553 | 50,000 | 55,863 CHF | 41,871 CHF | 99.82% | 99.82% |
02/07/2024 | 1.20% | 0.85 CHF | 0.86 CHF | 60,000 | 50,000 | 66,979 | 50,000 | 55,413 CHF | 41,902 CHF | 100.00% | 100.00% |