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 | 1.32% | 0.73 CHF | 0.74 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 52,532 CHF | 38,023 CHF | 99.72% | 99.72% |
12/07/2024 | 1.30% | 0.77 CHF | 0.78 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 53,503 CHF | 38,716 CHF | 99.01% | 99.01% |
11/07/2024 | 1.27% | 0.79 CHF | 0.80 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 54,949 CHF | 39,749 CHF | 99.08% | 99.08% |
10/07/2024 | 1.33% | 0.76 CHF | 0.77 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 52,406 CHF | 37,933 CHF | 100.00% | 100.00% |
09/07/2024 | 1.39% | 0.70 CHF | 0.71 CHF | 80,000 | 50,000 | 75,570 | 50,000 | 54,068 CHF | 36,305 CHF | 100.00% | 100.00% |
08/07/2024 | 1.33% | 0.74 CHF | 0.75 CHF | 70,000 | 50,000 | 70,024 | 50,000 | 52,274 CHF | 37,826 CHF | 100.00% | 100.00% |
05/07/2024 | 1.37% | 0.73 CHF | 0.74 CHF | 70,000 | 50,000 | 70,302 | 50,000 | 50,980 CHF | 36,761 CHF | 98.86% | 98.86% |
04/07/2024 | 1.39% | 0.72 CHF | 0.73 CHF | 70,000 | 50,000 | 73,773 | 50,000 | 52,662 CHF | 36,223 CHF | 100.00% | 100.00% |
03/07/2024 | 1.49% | 0.69 CHF | 0.70 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 53,463 CHF | 33,914 CHF | 99.82% | 99.82% |
02/07/2024 | 1.48% | 0.69 CHF | 0.70 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 53,536 CHF | 33,960 CHF | 100.00% | 100.00% |