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 | 56,074 CHF | 56,824 CHF | 99.71% | 99.71% |
12/07/2024 | 1.40% | 0.72 CHF | 0.73 CHF | 75,000 | 75,000 | 78,625 | 75,000 | 55,887 CHF | 54,075 CHF | 99.01% | 99.01% |
11/07/2024 | 1.40% | 0.72 CHF | 0.73 CHF | 75,000 | 75,000 | 78,268 | 75,000 | 55,529 CHF | 53,981 CHF | 99.09% | 99.09% |
10/07/2024 | 1.42% | 0.71 CHF | 0.72 CHF | 80,000 | 75,000 | 79,808 | 75,000 | 55,940 CHF | 53,323 CHF | 100.00% | 100.00% |
09/07/2024 | 1.46% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 68,183 CHF | 69,183 CHF | 100.00% | 100.00% |
08/07/2024 | 1.45% | 0.69 CHF | 0.70 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 68,587 CHF | 69,587 CHF | 100.00% | 100.00% |
05/07/2024 | 1.48% | 0.68 CHF | 0.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 67,240 CHF | 68,240 CHF | 98.98% | 98.98% |
04/07/2024 | 1.52% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 65,126 CHF | 66,126 CHF | 100.00% | 100.00% |
03/07/2024 | 1.53% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 64,842 CHF | 65,842 CHF | 100.00% | 100.00% |
02/07/2024 | 1.61% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 61,574 CHF | 62,574 CHF | 100.00% | 100.00% |