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 | 1.63% | 0.92 CHF | 0.93 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 56,763 CHF | 24,041 CHF | 98.73% | 98.73% |
12/07/2024 | 1.64% | 0.92 CHF | 0.94 CHF | 60,000 | 25,000 | 60,218 | 25,000 | 54,054 CHF | 22,819 CHF | 99.38% | 99.38% |
11/07/2024 | 1.55% | 1.00 CHF | 1.02 CHF | 50,000 | 25,000 | 53,837 | 25,000 | 53,663 CHF | 25,357 CHF | 99.07% | 99.07% |
10/07/2024 | 1.69% | 0.98 CHF | 1.00 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 57,296 CHF | 24,279 CHF | 100.00% | 100.00% |
09/07/2024 | 1.74% | 0.90 CHF | 0.92 CHF | 60,000 | 25,000 | 58,160 | 25,000 | 56,051 CHF | 24,545 CHF | 100.00% | 100.00% |
08/07/2024 | 1.71% | 0.90 CHF | 0.91 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 56,887 CHF | 24,111 CHF | 99.79% | 99.79% |
05/07/2024 | 1.55% | 1.10 CHF | 1.12 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 55,933 CHF | 28,403 CHF | 99.62% | 99.62% |
04/07/2024 | 1.39% | 1.22 CHF | 1.23 CHF | 50,000 | 25,000 | 49,421 | 25,000 | 60,131 CHF | 30,854 CHF | 100.00% | 100.00% |
03/07/2024 | 1.41% | 1.22 CHF | 1.24 CHF | 50,000 | 25,000 | 49,939 | 25,000 | 59,942 CHF | 30,435 CHF | 99.72% | 99.72% |
02/07/2024 | 1.58% | 1.10 CHF | 1.12 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 54,846 CHF | 27,861 CHF | 100.00% | 100.00% |