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 | 1.04% | 0.95 CHF | 0.96 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 57,663 CHF | 24,276 CHF | 99.72% | 99.72% |
12/07/2024 | 1.04% | 0.98 CHF | 0.99 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 57,537 CHF | 24,224 CHF | 99.01% | 99.01% |
11/07/2024 | 1.06% | 0.96 CHF | 0.97 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 56,140 CHF | 23,642 CHF | 99.09% | 99.09% |
10/07/2024 | 1.10% | 0.92 CHF | 0.93 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 54,210 CHF | 22,838 CHF | 100.00% | 100.00% |
09/07/2024 | 1.07% | 0.89 CHF | 0.90 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 55,754 CHF | 23,481 CHF | 100.00% | 100.00% |
08/07/2024 | 1.06% | 0.93 CHF | 0.94 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 56,298 CHF | 23,708 CHF | 100.00% | 100.00% |
05/07/2024 | 1.04% | 0.95 CHF | 0.96 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 57,255 CHF | 24,106 CHF | 98.98% | 98.98% |
04/07/2024 | 1.04% | 0.94 CHF | 0.95 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 57,462 CHF | 24,193 CHF | 100.00% | 100.00% |
03/07/2024 | 1.06% | 0.95 CHF | 0.96 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 56,123 CHF | 23,634 CHF | 100.00% | 100.00% |
02/07/2024 | 1.11% | 0.91 CHF | 0.92 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 53,728 CHF | 22,637 CHF | 100.00% | 100.00% |