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 | 1.33% | 0.74 CHF | 0.75 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 56,059 CHF | 56,809 CHF | 98.72% | 98.72% |
12/07/2024 | 1.29% | 0.74 CHF | 0.75 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 57,648 CHF | 58,398 CHF | 98.47% | 98.47% |
11/07/2024 | 1.33% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 56,207 CHF | 56,957 CHF | 99.09% | 99.09% |
10/07/2024 | 1.39% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 78,304 | 75,000 | 55,797 CHF | 54,213 CHF | 100.00% | 100.00% |
09/07/2024 | 1.61% | 0.59 CHF | 0.60 CHF | 90,000 | 75,000 | 86,727 | 75,000 | 53,442 CHF | 47,022 CHF | 98.75% | 98.75% |
08/07/2024 | 1.70% | 0.57 CHF | 0.58 CHF | 90,000 | 75,000 | 90,016 | 75,000 | 52,540 CHF | 44,526 CHF | 100.00% | 100.00% |
05/07/2024 | 1.73% | 0.56 CHF | 0.57 CHF | 90,000 | 75,000 | 90,891 | 75,000 | 52,041 CHF | 43,709 CHF | 98.98% | 98.98% |
04/07/2024 | 1.77% | 0.57 CHF | 0.58 CHF | 90,000 | 75,000 | 92,664 | 75,000 | 51,950 CHF | 42,829 CHF | 100.00% | 100.00% |
03/07/2024 | 1.90% | 0.53 CHF | 0.54 CHF | 100,000 | 75,000 | 100,215 | 75,000 | 52,182 CHF | 39,810 CHF | 97.92% | 97.92% |
02/07/2024 | 1.93% | 0.49 CHF | 0.50 CHF | 110,000 | 75,000 | 100,630 | 75,000 | 51,537 CHF | 39,171 CHF | 100.00% | 100.00% |