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 | 1.20% | 0.85 CHF | 0.86 CHF | 60,000 | 50,000 | 67,037 | 50,000 | 55,347 CHF | 41,815 CHF | 98.52% | 98.52% |
12/07/2024 | 1.19% | 0.85 CHF | 0.86 CHF | 60,000 | 50,000 | 62,862 | 50,000 | 52,606 CHF | 42,374 CHF | 99.38% | 99.38% |
11/07/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 60,000 | 50,000 | 63,687 | 50,000 | 53,413 CHF | 42,461 CHF | 99.16% | 99.16% |
10/07/2024 | 1.12% | 0.87 CHF | 0.88 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 53,472 CHF | 45,060 CHF | 100.00% | 100.00% |
09/07/2024 | 1.11% | 0.91 CHF | 0.92 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 53,697 CHF | 45,247 CHF | 100.00% | 100.00% |
08/07/2024 | 1.11% | 0.91 CHF | 0.92 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 53,925 CHF | 45,438 CHF | 100.00% | 100.00% |
05/07/2024 | 1.10% | 0.92 CHF | 0.93 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 54,479 CHF | 45,899 CHF | 99.62% | 99.62% |
04/07/2024 | 1.10% | 0.90 CHF | 0.91 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 54,459 CHF | 45,883 CHF | 100.00% | 100.00% |
03/07/2024 | 1.05% | 0.93 CHF | 0.94 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 56,715 CHF | 47,762 CHF | 99.73% | 99.73% |
02/07/2024 | 1.02% | 0.95 CHF | 0.96 CHF | 60,000 | 50,000 | 59,877 | 50,000 | 58,489 CHF | 49,343 CHF | 100.00% | 100.00% |