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 | 1.15% | 0.84 CHF | 0.85 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 51,938 CHF | 21,891 CHF | 97.10% | 97.10% |
12/07/2024 | 1.15% | 0.88 CHF | 0.89 CHF | 60,000 | 25,000 | 60,230 | 25,000 | 52,243 CHF | 21,938 CHF | 99.01% | 99.01% |
11/07/2024 | 1.10% | 0.91 CHF | 0.92 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 54,106 CHF | 22,794 CHF | 99.09% | 99.09% |
10/07/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 52,918 CHF | 22,299 CHF | 100.00% | 100.00% |
09/07/2024 | 1.11% | 0.89 CHF | 0.90 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 53,793 CHF | 22,664 CHF | 100.00% | 100.00% |
08/07/2024 | 1.07% | 0.91 CHF | 0.92 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 56,024 CHF | 23,593 CHF | 100.00% | 100.00% |
05/07/2024 | 1.05% | 0.96 CHF | 0.97 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 56,978 CHF | 23,991 CHF | 60.60% | 60.60% |
04/07/2024 | 1.89% | 0.90 CHF | 0.91 CHF | 60,000 | 25,000 | 16,033 | 13,430 | 14,383 CHF | 12,263 CHF | 100.00% | 100.00% |
03/07/2024 | 2.04% | 0.92 CHF | 0.94 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 11,522 CHF | 11,760 CHF | 99.73% | 99.73% |
02/07/2024 | 1.83% | 0.89 CHF | 0.90 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 10,935 CHF | 11,138 CHF | 100.00% | 100.00% |