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 | 1.38% | 0.74 CHF | 0.75 CHF | 60,000 | 60,000 | 33,073 | 33,073 | 24,405 CHF | 24,737 CHF | 100.00% | 100.00% |
12/07/2024 | 1.23% | 0.77 CHF | 0.78 CHF | 60,000 | 60,000 | 33,290 | 33,290 | 27,209 CHF | 27,543 CHF | 99.94% | 99.94% |
11/07/2024 | 1.24% | 0.82 CHF | 0.83 CHF | 60,000 | 60,000 | 32,813 | 32,813 | 27,423 CHF | 27,754 CHF | 99.43% | 99.43% |
10/07/2024 | 1.13% | 0.87 CHF | 0.88 CHF | 65,000 | 65,000 | 35,426 | 35,426 | 31,555 CHF | 31,910 CHF | 99.84% | 99.84% |
09/07/2024 | 1.08% | 0.95 CHF | 0.96 CHF | 65,000 | 65,000 | 35,984 | 35,984 | 33,889 CHF | 34,250 CHF | 99.66% | 99.66% |
08/07/2024 | 1.08% | 0.96 CHF | 0.97 CHF | 65,000 | 65,000 | 35,884 | 35,884 | 34,043 CHF | 34,403 CHF | 100.00% | 100.00% |
05/07/2024 | 1.11% | 0.88 CHF | 0.89 CHF | 65,000 | 65,000 | 35,850 | 35,850 | 32,629 CHF | 32,988 CHF | 99.53% | 99.53% |
04/07/2024 | 1.04% | 0.94 CHF | 0.95 CHF | 33,000 | 33,000 | 29,240 | 29,240 | 27,845 CHF | 28,137 CHF | 98.93% | 98.93% |
03/07/2024 | 0.98% | 0.95 CHF | 0.96 CHF | 65,000 | 65,000 | 35,270 | 35,270 | 36,013 CHF | 36,366 CHF | 98.22% | 98.22% |
02/07/2024 | 0.93% | 1.11 CHF | 1.12 CHF | 65,000 | 65,000 | 35,756 | 35,756 | 39,086 CHF | 39,445 CHF | 100.00% | 100.00% |