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 | 1.19% | 0.82 CHF | 0.83 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 62,787 CHF | 63,537 CHF | 99.39% | 99.39% |
12/07/2024 | 1.28% | 0.81 CHF | 0.82 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 58,193 CHF | 58,943 CHF | 99.06% | 99.06% |
11/07/2024 | 1.43% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 52,110 CHF | 52,860 CHF | 98.49% | 98.49% |
10/07/2024 | 1.54% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 99,728 | 99,728 | 64,396 CHF | 65,393 CHF | 95.48% | 95.48% |
09/07/2024 | 1.58% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,833 CHF | 63,833 CHF | 99.06% | 99.06% |
08/07/2024 | 1.49% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 85,483 | 85,483 | 56,921 CHF | 57,776 CHF | 99.23% | 99.23% |
05/07/2024 | 1.46% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 81,026 | 81,026 | 54,937 CHF | 55,747 CHF | 99.39% | 99.39% |
04/07/2024 | 1.57% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 63,036 CHF | 64,036 CHF | 99.38% | 99.38% |
03/07/2024 | 1.55% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 97,360 | 97,360 | 62,145 CHF | 63,119 CHF | 98.63% | 98.63% |
02/07/2024 | 1.70% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,518 CHF | 59,518 CHF | 99.06% | 99.06% |