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 | 1.14% | 0.85 CHF | 0.86 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 52,304 CHF | 22,043 CHF | 97.09% | 97.09% |
12/07/2024 | 1.14% | 0.89 CHF | 0.90 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 52,415 CHF | 22,090 CHF | 99.01% | 99.01% |
11/07/2024 | 1.10% | 0.91 CHF | 0.92 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 54,413 CHF | 22,922 CHF | 99.09% | 99.09% |
10/07/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 53,210 CHF | 22,421 CHF | 100.00% | 100.00% |
09/07/2024 | 1.10% | 0.89 CHF | 0.90 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 54,109 CHF | 22,796 CHF | 100.00% | 100.00% |
08/07/2024 | 1.06% | 0.92 CHF | 0.93 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 56,306 CHF | 23,711 CHF | 100.00% | 100.00% |
05/07/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 57,290 CHF | 24,121 CHF | 61.81% | 61.81% |
04/07/2024 | 1.81% | 0.91 CHF | 0.92 CHF | 60,000 | 25,000 | 16,033 | 13,430 | 14,467 CHF | 12,332 CHF | 100.00% | 100.00% |
03/07/2024 | 1.84% | 0.93 CHF | 0.94 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 11,611 CHF | 11,826 CHF | 99.73% | 99.73% |
02/07/2024 | 2.04% | 0.89 CHF | 0.91 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 10,984 CHF | 11,210 CHF | 100.00% | 100.00% |