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 | 1.23% | 0.79 CHF | 0.80 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 56,706 CHF | 41,004 CHF | 99.72% | 99.72% |
12/07/2024 | 1.21% | 0.83 CHF | 0.84 CHF | 70,000 | 50,000 | 69,587 | 50,000 | 57,306 CHF | 41,680 CHF | 99.01% | 99.01% |
11/07/2024 | 1.18% | 0.84 CHF | 0.85 CHF | 60,000 | 50,000 | 61,194 | 50,000 | 51,594 CHF | 42,671 CHF | 99.08% | 99.08% |
10/07/2024 | 1.23% | 0.82 CHF | 0.83 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 56,426 CHF | 40,805 CHF | 100.00% | 100.00% |
09/07/2024 | 1.29% | 0.75 CHF | 0.76 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 54,131 CHF | 39,165 CHF | 100.00% | 100.00% |
08/07/2024 | 1.24% | 0.80 CHF | 0.81 CHF | 70,000 | 50,000 | 69,946 | 50,000 | 56,293 CHF | 40,742 CHF | 100.00% | 100.00% |
05/07/2024 | 1.27% | 0.79 CHF | 0.80 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 54,887 CHF | 39,705 CHF | 98.86% | 98.86% |
04/07/2024 | 1.29% | 0.78 CHF | 0.79 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 54,092 CHF | 39,137 CHF | 100.00% | 100.00% |
03/07/2024 | 1.37% | 0.75 CHF | 0.76 CHF | 70,000 | 50,000 | 72,094 | 50,000 | 52,407 CHF | 36,871 CHF | 99.82% | 99.82% |
02/07/2024 | 1.36% | 0.75 CHF | 0.76 CHF | 70,000 | 50,000 | 70,940 | 50,000 | 51,628 CHF | 36,902 CHF | 100.00% | 100.00% |