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 | 1.59% | 0.64 CHF | 0.65 CHF | 60,000 | 60,000 | 33,073 | 33,073 | 21,116 CHF | 21,448 CHF | 100.00% | 100.00% |
12/07/2024 | 1.40% | 0.67 CHF | 0.68 CHF | 60,000 | 60,000 | 33,290 | 33,290 | 23,944 CHF | 24,278 CHF | 99.94% | 99.94% |
11/07/2024 | 1.40% | 0.72 CHF | 0.73 CHF | 60,000 | 60,000 | 32,813 | 32,813 | 24,204 CHF | 24,536 CHF | 99.43% | 99.43% |
10/07/2024 | 1.27% | 0.77 CHF | 0.78 CHF | 65,000 | 65,000 | 35,425 | 35,425 | 27,992 CHF | 28,347 CHF | 99.84% | 99.84% |
09/07/2024 | 1.21% | 0.85 CHF | 0.86 CHF | 65,000 | 65,000 | 35,983 | 35,983 | 30,278 CHF | 30,638 CHF | 99.66% | 99.66% |
08/07/2024 | 1.20% | 0.86 CHF | 0.87 CHF | 65,000 | 65,000 | 35,884 | 35,884 | 30,422 CHF | 30,782 CHF | 100.00% | 100.00% |
05/07/2024 | 1.25% | 0.78 CHF | 0.79 CHF | 65,000 | 65,000 | 35,850 | 35,850 | 29,066 CHF | 29,425 CHF | 99.52% | 99.52% |
04/07/2024 | 1.17% | 0.84 CHF | 0.85 CHF | 33,000 | 33,000 | 29,240 | 29,240 | 24,932 CHF | 25,225 CHF | 98.93% | 98.93% |
03/07/2024 | 1.09% | 0.85 CHF | 0.86 CHF | 65,000 | 65,000 | 35,269 | 35,269 | 32,478 CHF | 32,831 CHF | 98.23% | 98.23% |
02/07/2024 | 1.02% | 1.01 CHF | 1.02 CHF | 65,000 | 65,000 | 35,756 | 35,756 | 35,423 CHF | 35,781 CHF | 100.00% | 100.00% |