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 | 0.72% | 1.38 CHF | 1.39 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 83,546 CHF | 84,146 CHF | 100.00% | 100.00% |
12/07/2024 | 0.72% | 1.40 CHF | 1.41 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 83,462 CHF | 84,062 CHF | 100.00% | 100.00% |
11/07/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 60,000 | 60,000 | 59,962 | 59,962 | 83,409 CHF | 84,009 CHF | 100.00% | 100.00% |
10/07/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 60,000 | 60,000 | 60,203 | 60,203 | 81,958 CHF | 82,560 CHF | 100.00% | 100.00% |
09/07/2024 | 0.74% | 1.34 CHF | 1.35 CHF | 60,000 | 60,000 | 60,501 | 60,501 | 81,841 CHF | 82,446 CHF | 100.00% | 100.00% |
08/07/2024 | 0.73% | 1.35 CHF | 1.36 CHF | 60,000 | 60,000 | 60,213 | 60,213 | 82,269 CHF | 82,871 CHF | 100.00% | 100.00% |
05/07/2024 | 0.74% | 1.33 CHF | 1.34 CHF | 60,000 | 60,000 | 60,345 | 60,345 | 81,591 CHF | 82,194 CHF | 99.99% | 99.99% |
04/07/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 81,843 CHF | 82,443 CHF | 100.00% | 100.00% |
03/07/2024 | 0.75% | 1.34 CHF | 1.35 CHF | 60,000 | 60,000 | 61,918 | 61,918 | 82,764 CHF | 83,384 CHF | 100.00% | 100.00% |
02/07/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 65,000 | 65,000 | 65,000 | 65,000 | 84,602 CHF | 85,252 CHF | 100.00% | 100.00% |