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 | 54,822 CHF | 46,185 CHF | 98.52% | 98.52% |
12/07/2024 | 1.10% | 0.89 CHF | 0.90 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 54,346 CHF | 45,788 CHF | 99.38% | 99.38% |
11/07/2024 | 1.10% | 0.89 CHF | 0.90 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 54,232 CHF | 45,693 CHF | 99.16% | 99.16% |
10/07/2024 | 1.16% | 0.88 CHF | 0.89 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 51,321 CHF | 43,267 CHF | 100.00% | 100.00% |
09/07/2024 | 1.17% | 0.83 CHF | 0.84 CHF | 70,000 | 50,000 | 60,379 | 50,000 | 51,365 CHF | 43,042 CHF | 100.00% | 100.00% |
08/07/2024 | 1.17% | 0.84 CHF | 0.85 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 50,818 CHF | 42,848 CHF | 100.00% | 100.00% |
05/07/2024 | 1.19% | 0.83 CHF | 0.84 CHF | 70,000 | 50,000 | 63,036 | 50,000 | 52,703 CHF | 42,326 CHF | 99.62% | 99.62% |
04/07/2024 | 1.19% | 0.84 CHF | 0.85 CHF | 60,000 | 50,000 | 63,244 | 50,000 | 52,913 CHF | 42,354 CHF | 100.00% | 100.00% |
03/07/2024 | 1.24% | 0.81 CHF | 0.82 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 56,115 CHF | 40,582 CHF | 99.73% | 99.73% |
02/07/2024 | 1.29% | 0.80 CHF | 0.81 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 54,080 CHF | 39,128 CHF | 100.00% | 100.00% |