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 | 1.21% | 0.81 CHF | 0.82 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 61,678 CHF | 62,428 CHF | 99.72% | 99.72% |
12/07/2024 | 1.26% | 0.80 CHF | 0.81 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 58,940 CHF | 59,690 CHF | 99.01% | 99.01% |
11/07/2024 | 1.27% | 0.79 CHF | 0.80 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 58,813 CHF | 59,563 CHF | 99.09% | 99.09% |
10/07/2024 | 1.28% | 0.79 CHF | 0.80 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 58,252 CHF | 59,002 CHF | 100.00% | 100.00% |
09/07/2024 | 1.31% | 0.75 CHF | 0.76 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 75,605 CHF | 76,605 CHF | 100.00% | 100.00% |
08/07/2024 | 1.31% | 0.76 CHF | 0.77 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 75,905 CHF | 76,905 CHF | 100.00% | 100.00% |
05/07/2024 | 1.33% | 0.76 CHF | 0.77 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 74,689 CHF | 75,689 CHF | 98.98% | 98.98% |
04/07/2024 | 1.37% | 0.72 CHF | 0.73 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 72,728 CHF | 73,728 CHF | 100.00% | 100.00% |
03/07/2024 | 1.37% | 0.74 CHF | 0.75 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 72,451 CHF | 73,451 CHF | 100.00% | 100.00% |
02/07/2024 | 1.44% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 69,219 CHF | 70,219 CHF | 100.00% | 100.00% |