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 | 1.57% | 0.62 CHF | 0.63 CHF | 90,000 | 75,000 | 80,843 | 75,000 | 51,106 CHF | 48,178 CHF | 99.71% | 99.71% |
12/07/2024 | 1.66% | 0.61 CHF | 0.62 CHF | 90,000 | 75,000 | 90,000 | 75,000 | 53,628 CHF | 45,440 CHF | 99.01% | 99.01% |
11/07/2024 | 1.67% | 0.60 CHF | 0.61 CHF | 90,000 | 75,000 | 90,000 | 75,000 | 53,475 CHF | 45,313 CHF | 99.09% | 99.09% |
10/07/2024 | 1.69% | 0.60 CHF | 0.61 CHF | 90,000 | 75,000 | 90,000 | 75,000 | 52,803 CHF | 44,752 CHF | 100.00% | 100.00% |
09/07/2024 | 1.75% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,508 CHF | 57,508 CHF | 100.00% | 100.00% |
08/07/2024 | 1.74% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,905 CHF | 57,905 CHF | 100.00% | 100.00% |
05/07/2024 | 1.78% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,689 CHF | 56,689 CHF | 98.98% | 98.98% |
04/07/2024 | 1.84% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,728 CHF | 54,728 CHF | 100.00% | 100.00% |
03/07/2024 | 1.85% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,451 CHF | 54,451 CHF | 100.00% | 100.00% |
02/07/2024 | 1.98% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 104,689 | 100,000 | 52,292 CHF | 51,008 CHF | 100.00% | 100.00% |