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 | 1.47% | 0.67 CHF | 0.68 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 54,212 CHF | 51,574 CHF | 99.71% | 99.71% |
12/07/2024 | 1.55% | 0.65 CHF | 0.66 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 51,280 CHF | 48,825 CHF | 99.01% | 99.01% |
11/07/2024 | 1.55% | 0.65 CHF | 0.66 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 51,179 CHF | 48,731 CHF | 99.09% | 99.09% |
10/07/2024 | 1.57% | 0.64 CHF | 0.65 CHF | 80,000 | 75,000 | 82,090 | 75,000 | 51,770 CHF | 48,073 CHF | 100.00% | 100.00% |
09/07/2024 | 1.62% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 61,183 CHF | 62,183 CHF | 100.00% | 100.00% |
08/07/2024 | 1.61% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 61,426 CHF | 62,426 CHF | 100.00% | 100.00% |
05/07/2024 | 1.65% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,073 CHF | 61,073 CHF | 98.98% | 98.98% |
04/07/2024 | 1.71% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,126 CHF | 59,126 CHF | 100.00% | 100.00% |
03/07/2024 | 1.71% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,842 CHF | 58,842 CHF | 100.00% | 100.00% |
02/07/2024 | 1.82% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,574 CHF | 55,574 CHF | 100.00% | 100.00% |