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 | 1.68% | 0.58 CHF | 0.59 CHF | 90,000 | 25,000 | 90,000 | 25,000 | 53,006 CHF | 14,974 CHF | 99.72% | 99.72% |
12/07/2024 | 1.68% | 0.61 CHF | 0.62 CHF | 90,000 | 25,000 | 90,000 | 25,000 | 52,989 CHF | 14,969 CHF | 99.01% | 99.01% |
11/07/2024 | 1.74% | 0.59 CHF | 0.60 CHF | 90,000 | 25,000 | 90,394 | 25,000 | 51,605 CHF | 14,526 CHF | 99.09% | 99.09% |
10/07/2024 | 1.82% | 0.56 CHF | 0.57 CHF | 90,000 | 25,000 | 99,809 | 25,000 | 54,367 CHF | 13,869 CHF | 100.00% | 100.00% |
09/07/2024 | 1.75% | 0.53 CHF | 0.54 CHF | 100,000 | 25,000 | 93,229 | 25,000 | 52,669 CHF | 14,393 CHF | 100.00% | 100.00% |
08/07/2024 | 1.73% | 0.57 CHF | 0.58 CHF | 90,000 | 25,000 | 90,000 | 25,000 | 51,603 CHF | 14,584 CHF | 100.00% | 100.00% |
05/07/2024 | 1.69% | 0.58 CHF | 0.59 CHF | 90,000 | 25,000 | 90,000 | 25,000 | 52,695 CHF | 14,888 CHF | 98.98% | 98.98% |
04/07/2024 | 1.68% | 0.58 CHF | 0.59 CHF | 90,000 | 25,000 | 90,000 | 25,000 | 53,131 CHF | 15,009 CHF | 100.00% | 100.00% |
03/07/2024 | 1.73% | 0.58 CHF | 0.59 CHF | 90,000 | 25,000 | 90,000 | 25,000 | 51,548 CHF | 14,569 CHF | 100.00% | 100.00% |
02/07/2024 | 1.83% | 0.55 CHF | 0.56 CHF | 100,000 | 25,000 | 99,771 | 25,000 | 53,916 CHF | 13,761 CHF | 100.00% | 100.00% |