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 | 1.44% | 0.68 CHF | 0.69 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 55,071 CHF | 52,379 CHF | 99.71% | 99.71% |
12/07/2024 | 1.52% | 0.66 CHF | 0.67 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 52,102 CHF | 49,596 CHF | 99.01% | 99.01% |
11/07/2024 | 1.52% | 0.66 CHF | 0.67 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 52,108 CHF | 49,601 CHF | 99.09% | 99.09% |
10/07/2024 | 1.55% | 0.65 CHF | 0.66 CHF | 80,000 | 75,000 | 80,324 | 75,000 | 51,558 CHF | 48,898 CHF | 100.00% | 100.00% |
09/07/2024 | 1.59% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,256 CHF | 63,256 CHF | 100.00% | 100.00% |
08/07/2024 | 1.58% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,680 CHF | 63,680 CHF | 100.00% | 100.00% |
05/07/2024 | 1.62% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 61,298 CHF | 62,298 CHF | 98.98% | 98.98% |
04/07/2024 | 1.67% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,280 CHF | 60,280 CHF | 100.00% | 100.00% |
03/07/2024 | 1.68% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,949 CHF | 59,949 CHF | 100.00% | 100.00% |
02/07/2024 | 1.78% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,624 CHF | 56,624 CHF | 98.50% | 98.50% |