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 | 1.28% | 0.76 CHF | 0.77 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 58,227 CHF | 58,977 CHF | 100.00% | 100.00% |
12/07/2024 | 1.31% | 0.82 CHF | 0.83 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 56,951 CHF | 57,701 CHF | 98.45% | 98.45% |
11/07/2024 | 1.39% | 0.77 CHF | 0.78 CHF | 75,000 | 75,000 | 75,136 | 75,138 | 53,662 CHF | 54,415 CHF | 99.43% | 99.43% |
10/07/2024 | 1.51% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 89,817 | 89,818 | 59,031 CHF | 59,930 CHF | 99.77% | 99.77% |
09/07/2024 | 1.45% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 83,011 | 83,009 | 56,743 CHF | 57,572 CHF | 100.00% | 100.00% |
08/07/2024 | 1.41% | 0.70 CHF | 0.71 CHF | 75,000 | 75,000 | 75,262 | 75,262 | 52,846 CHF | 53,599 CHF | 98.97% | 98.97% |
05/07/2024 | 1.26% | 0.75 CHF | 0.76 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 58,975 CHF | 59,725 CHF | 100.00% | 100.00% |
04/07/2024 | 1.30% | 0.76 CHF | 0.77 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 57,315 CHF | 58,065 CHF | 98.15% | 98.15% |
03/07/2024 | 1.40% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 76,141 | 76,142 | 53,814 CHF | 54,576 CHF | 100.00% | 100.00% |
02/07/2024 | 1.65% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,240 CHF | 61,240 CHF | 100.00% | 100.00% |