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 | 1.61% | 1.27 CHF | 1.29 CHF | 70,000 | 70,000 | 69,234 | 69,234 | 87,786 CHF | 89,181 CHF | 100.00% | 100.00% |
12/07/2024 | 1.52% | 1.28 CHF | 1.30 CHF | 70,000 | 70,000 | 69,222 | 69,222 | 92,985 CHF | 94,380 CHF | 98.46% | 98.46% |
11/07/2024 | 1.50% | 1.35 CHF | 1.37 CHF | 70,000 | 70,000 | 69,226 | 69,226 | 94,499 CHF | 95,894 CHF | 98.72% | 98.72% |
10/07/2024 | 1.48% | 1.42 CHF | 1.44 CHF | 70,000 | 70,000 | 69,234 | 69,234 | 95,607 CHF | 97,002 CHF | 100.00% | 100.00% |
09/07/2024 | 1.48% | 1.37 CHF | 1.39 CHF | 70,000 | 70,000 | 69,074 | 69,074 | 95,930 CHF | 97,325 CHF | 100.00% | 100.00% |
08/07/2024 | 1.47% | 1.39 CHF | 1.41 CHF | 70,000 | 70,000 | 69,076 | 69,076 | 96,412 CHF | 97,807 CHF | 98.24% | 98.24% |
05/07/2024 | 1.45% | 1.42 CHF | 1.44 CHF | 70,000 | 70,000 | 69,234 | 69,234 | 97,653 CHF | 99,048 CHF | 100.00% | 100.00% |
04/07/2024 | 1.46% | 1.40 CHF | 1.42 CHF | 36,000 | 36,000 | 62,067 | 62,067 | 86,675 CHF | 87,924 CHF | 100.00% | 100.00% |
03/07/2024 | 1.46% | 1.41 CHF | 1.43 CHF | 70,000 | 70,000 | 69,234 | 69,234 | 96,635 CHF | 98,030 CHF | 100.00% | 100.00% |
02/07/2024 | 1.39% | 1.44 CHF | 1.46 CHF | 70,000 | 70,000 | 69,230 | 69,230 | 101,849 CHF | 103,244 CHF | 100.00% | 100.00% |