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 | 1.06% | 0.92 CHF | 0.93 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 56,551 CHF | 23,813 CHF | 97.10% | 97.10% |
12/07/2024 | 1.05% | 0.96 CHF | 0.97 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 56,721 CHF | 23,884 CHF | 99.01% | 99.01% |
11/07/2024 | 1.02% | 0.99 CHF | 1.00 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 58,714 CHF | 24,714 CHF | 99.09% | 99.09% |
10/07/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 57,483 CHF | 24,201 CHF | 100.00% | 100.00% |
09/07/2024 | 1.02% | 0.96 CHF | 0.97 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 58,336 CHF | 24,557 CHF | 100.00% | 100.00% |
08/07/2024 | 0.99% | 0.99 CHF | 1.00 CHF | 60,000 | 25,000 | 50,414 | 25,000 | 50,871 CHF | 25,480 CHF | 100.00% | 100.00% |
05/07/2024 | 0.97% | 1.03 CHF | 1.04 CHF | 50,000 | 25,000 | 50,090 | 25,000 | 51,331 CHF | 25,871 CHF | 61.81% | 61.81% |
04/07/2024 | 1.76% | 0.98 CHF | 0.99 CHF | 60,000 | 25,000 | 16,033 | 13,430 | 15,621 CHF | 13,295 CHF | 100.00% | 100.00% |
03/07/2024 | 1.73% | 1.00 CHF | 1.02 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 12,486 CHF | 12,703 CHF | 99.73% | 99.73% |
02/07/2024 | 1.76% | 0.96 CHF | 0.98 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 11,879 CHF | 12,090 CHF | 100.00% | 100.00% |