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 | 1.13% | 0.86 CHF | 0.87 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 52,608 CHF | 44,340 CHF | 99.72% | 99.72% |
12/07/2024 | 1.11% | 0.90 CHF | 0.91 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 53,617 CHF | 45,180 CHF | 99.01% | 99.01% |
11/07/2024 | 1.09% | 0.91 CHF | 0.92 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 54,736 CHF | 46,113 CHF | 99.08% | 99.08% |
10/07/2024 | 1.14% | 0.89 CHF | 0.90 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 52,556 CHF | 44,297 CHF | 100.00% | 100.00% |
09/07/2024 | 1.18% | 0.82 CHF | 0.83 CHF | 70,000 | 50,000 | 63,307 | 50,000 | 53,230 CHF | 42,572 CHF | 100.00% | 100.00% |
08/07/2024 | 1.14% | 0.87 CHF | 0.88 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 52,490 CHF | 44,242 CHF | 100.00% | 100.00% |
05/07/2024 | 1.17% | 0.85 CHF | 0.86 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 51,047 CHF | 43,039 CHF | 98.86% | 98.86% |
04/07/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 60,000 | 50,000 | 62,023 | 50,000 | 52,235 CHF | 42,637 CHF | 100.00% | 100.00% |
03/07/2024 | 1.25% | 0.82 CHF | 0.83 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 55,820 CHF | 40,371 CHF | 99.82% | 99.82% |
02/07/2024 | 1.25% | 0.82 CHF | 0.83 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 55,703 CHF | 40,288 CHF | 100.00% | 100.00% |