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 | 1.56% | 1.28 CHF | 1.30 CHF | 70,000 | 70,000 | 69,929 | 69,929 | 89,263 CHF | 90,663 CHF | 100.00% | 100.00% |
12/07/2024 | 1.63% | 1.25 CHF | 1.27 CHF | 70,000 | 70,000 | 69,988 | 69,988 | 85,166 CHF | 86,566 CHF | 100.00% | 100.00% |
11/07/2024 | 1.56% | 1.24 CHF | 1.26 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 88,966 CHF | 90,366 CHF | 99.87% | 99.87% |
10/07/2024 | 1.62% | 1.27 CHF | 1.29 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 85,619 CHF | 87,019 CHF | 100.00% | 100.00% |
09/07/2024 | 1.54% | 1.27 CHF | 1.29 CHF | 70,000 | 70,000 | 69,772 | 69,772 | 90,374 CHF | 91,774 CHF | 99.73% | 99.73% |
08/07/2024 | 1.59% | 1.29 CHF | 1.31 CHF | 70,000 | 70,000 | 69,883 | 69,883 | 87,792 CHF | 89,192 CHF | 99.26% | 99.26% |
05/07/2024 | 1.57% | 1.24 CHF | 1.26 CHF | 70,000 | 70,000 | 69,995 | 69,995 | 88,442 CHF | 89,842 CHF | 100.00% | 100.00% |
04/07/2024 | 1.61% | 1.21 CHF | 1.23 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 86,222 CHF | 87,622 CHF | 98.82% | 98.82% |
03/07/2024 | 1.61% | 1.22 CHF | 1.24 CHF | 70,000 | 70,000 | 69,996 | 69,996 | 86,390 CHF | 87,790 CHF | 100.00% | 100.00% |
02/07/2024 | 1.68% | 1.22 CHF | 1.24 CHF | 70,000 | 70,000 | 69,995 | 69,995 | 82,778 CHF | 84,178 CHF | 100.00% | 100.00% |