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 | 1.54% | 0.64 CHF | 0.65 CHF | 80,000 | 75,000 | 80,395 | 75,000 | 51,917 CHF | 49,193 CHF | 99.71% | 99.71% |
12/07/2024 | 1.63% | 0.62 CHF | 0.63 CHF | 90,000 | 75,000 | 89,462 | 75,000 | 54,576 CHF | 46,512 CHF | 99.01% | 99.01% |
11/07/2024 | 1.63% | 0.62 CHF | 0.63 CHF | 90,000 | 75,000 | 89,431 | 75,000 | 54,389 CHF | 46,373 CHF | 99.09% | 99.09% |
10/07/2024 | 1.66% | 0.61 CHF | 0.62 CHF | 90,000 | 75,000 | 90,000 | 75,000 | 53,907 CHF | 45,672 CHF | 97.44% | 97.44% |
09/07/2024 | 1.72% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,762 CHF | 58,762 CHF | 100.00% | 100.00% |
08/07/2024 | 1.70% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,212 CHF | 59,212 CHF | 100.00% | 100.00% |
05/07/2024 | 1.74% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,002 CHF | 58,002 CHF | 98.98% | 98.98% |
04/07/2024 | 1.80% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,962 CHF | 55,962 CHF | 100.00% | 100.00% |
03/07/2024 | 1.81% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,718 CHF | 55,718 CHF | 100.00% | 100.00% |
02/07/2024 | 1.93% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 100,592 | 100,000 | 51,690 CHF | 52,400 CHF | 100.00% | 100.00% |