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 | 1.41% | 0.70 CHF | 0.71 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 56,299 CHF | 53,530 CHF | 99.72% | 99.72% |
12/07/2024 | 1.48% | 0.68 CHF | 0.69 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 53,519 CHF | 50,924 CHF | 99.01% | 99.01% |
11/07/2024 | 1.49% | 0.68 CHF | 0.69 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 53,302 CHF | 50,720 CHF | 99.09% | 99.09% |
10/07/2024 | 1.51% | 0.67 CHF | 0.68 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 52,636 CHF | 50,096 CHF | 100.00% | 100.00% |
09/07/2024 | 1.56% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 63,605 CHF | 64,605 CHF | 100.00% | 100.00% |
08/07/2024 | 1.55% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 64,074 CHF | 65,074 CHF | 100.00% | 100.00% |
05/07/2024 | 1.58% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,827 CHF | 63,827 CHF | 98.98% | 98.98% |
04/07/2024 | 1.63% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,767 CHF | 61,767 CHF | 100.00% | 100.00% |
03/07/2024 | 1.64% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,550 CHF | 61,550 CHF | 100.00% | 100.00% |
02/07/2024 | 1.73% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,271 CHF | 58,271 CHF | 100.00% | 100.00% |