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 | 1.48% | 0.66 CHF | 0.67 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 50,214 CHF | 50,964 CHF | 100.00% | 100.00% |
12/07/2024 | 1.43% | 0.67 CHF | 0.68 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 52,251 CHF | 53,001 CHF | 100.00% | 100.00% |
11/07/2024 | 1.46% | 0.69 CHF | 0.70 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 50,875 CHF | 51,625 CHF | 100.00% | 100.00% |
10/07/2024 | 1.44% | 0.69 CHF | 0.70 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 51,748 CHF | 52,498 CHF | 100.00% | 100.00% |
09/07/2024 | 1.45% | 0.69 CHF | 0.70 CHF | 75,000 | 75,000 | 74,832 | 74,832 | 51,425 CHF | 52,175 CHF | 100.00% | 100.00% |
08/07/2024 | 1.44% | 0.69 CHF | 0.70 CHF | 75,000 | 75,000 | 74,873 | 74,873 | 51,897 CHF | 52,647 CHF | 98.68% | 98.68% |
05/07/2024 | 1.40% | 0.70 CHF | 0.71 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 53,179 CHF | 53,929 CHF | 100.00% | 100.00% |
04/07/2024 | 1.40% | 0.71 CHF | 0.72 CHF | 40,000 | 40,000 | 67,359 | 67,359 | 47,824 CHF | 48,497 CHF | 100.00% | 100.00% |
03/07/2024 | 1.39% | 0.72 CHF | 0.73 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 53,442 CHF | 54,192 CHF | 100.00% | 100.00% |
02/07/2024 | 1.30% | 0.75 CHF | 0.76 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 57,133 CHF | 57,883 CHF | 100.00% | 100.00% |