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 | 1.50% | 0.69 CHF | 0.70 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 53,044 CHF | 50,479 CHF | 99.61% | 99.61% |
12/07/2024 | 1.50% | 0.66 CHF | 0.67 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 53,024 CHF | 50,460 CHF | 99.01% | 99.01% |
11/07/2024 | 1.52% | 0.64 CHF | 0.65 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 52,171 CHF | 49,661 CHF | 93.88% | 93.88% |
10/07/2024 | 1.43% | 0.69 CHF | 0.70 CHF | 80,000 | 75,000 | 79,734 | 75,000 | 55,224 CHF | 52,702 CHF | 100.00% | 100.00% |
09/07/2024 | 1.57% | 0.66 CHF | 0.67 CHF | 80,000 | 75,000 | 84,215 | 75,000 | 53,114 CHF | 48,097 CHF | 100.00% | 100.00% |
08/07/2024 | 1.61% | 0.61 CHF | 0.62 CHF | 90,000 | 75,000 | 86,722 | 75,000 | 53,371 CHF | 46,963 CHF | 97.53% | 97.53% |
05/07/2024 | 1.58% | 0.64 CHF | 0.65 CHF | 80,000 | 75,000 | 84,555 | 75,000 | 52,990 CHF | 47,811 CHF | 98.69% | 98.69% |
04/07/2024 | 1.57% | 0.62 CHF | 0.63 CHF | 90,000 | 75,000 | 82,510 | 75,000 | 52,036 CHF | 48,075 CHF | 87.44% | 87.44% |
03/07/2024 | 1.53% | 0.63 CHF | 0.64 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 51,846 CHF | 49,356 CHF | 99.95% | 99.95% |
02/07/2024 | 1.39% | 0.69 CHF | 0.70 CHF | 80,000 | 75,000 | 77,609 | 75,000 | 55,428 CHF | 54,350 CHF | 100.00% | 100.00% |