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 | 1.19% | 0.81 CHF | 0.82 CHF | 70,000 | 50,000 | 64,657 | 50,000 | 53,851 CHF | 42,185 CHF | 98.52% | 98.52% |
12/07/2024 | 1.20% | 0.81 CHF | 0.82 CHF | 70,000 | 50,000 | 67,761 | 50,000 | 55,922 CHF | 41,788 CHF | 99.38% | 99.38% |
11/07/2024 | 1.21% | 0.81 CHF | 0.82 CHF | 70,000 | 50,000 | 69,417 | 50,000 | 57,181 CHF | 41,693 CHF | 99.15% | 99.15% |
10/07/2024 | 1.28% | 0.80 CHF | 0.81 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 54,274 CHF | 39,267 CHF | 100.00% | 100.00% |
09/07/2024 | 1.29% | 0.75 CHF | 0.76 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 53,959 CHF | 39,042 CHF | 100.00% | 100.00% |
08/07/2024 | 1.30% | 0.76 CHF | 0.77 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 53,687 CHF | 38,848 CHF | 100.00% | 100.00% |
05/07/2024 | 1.31% | 0.75 CHF | 0.76 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 52,956 CHF | 38,326 CHF | 99.62% | 99.62% |
04/07/2024 | 1.31% | 0.76 CHF | 0.77 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 52,995 CHF | 38,354 CHF | 100.00% | 100.00% |
03/07/2024 | 1.38% | 0.73 CHF | 0.74 CHF | 70,000 | 50,000 | 72,331 | 50,000 | 52,167 CHF | 36,582 CHF | 99.73% | 99.73% |
02/07/2024 | 1.43% | 0.72 CHF | 0.73 CHF | 70,000 | 50,000 | 78,795 | 50,000 | 54,538 CHF | 35,128 CHF | 100.00% | 100.00% |