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 | 1.69% | 0.58 CHF | 0.59 CHF | 90,000 | 50,000 | 90,224 | 50,000 | 52,886 CHF | 29,813 CHF | 99.71% | 99.71% |
12/07/2024 | 1.65% | 0.60 CHF | 0.61 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 54,264 CHF | 30,646 CHF | 99.01% | 99.01% |
11/07/2024 | 1.55% | 0.63 CHF | 0.64 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 51,383 CHF | 32,614 CHF | 99.09% | 99.09% |
10/07/2024 | 1.55% | 0.65 CHF | 0.66 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 51,125 CHF | 32,453 CHF | 100.00% | 100.00% |
09/07/2024 | 1.58% | 0.64 CHF | 0.65 CHF | 80,000 | 50,000 | 82,647 | 50,000 | 52,003 CHF | 31,976 CHF | 100.00% | 100.00% |
08/07/2024 | 1.51% | 0.65 CHF | 0.66 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 52,594 CHF | 33,372 CHF | 100.00% | 100.00% |
05/07/2024 | 1.46% | 0.67 CHF | 0.68 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 54,215 CHF | 34,384 CHF | 98.98% | 98.98% |
04/07/2024 | 1.48% | 0.67 CHF | 0.68 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 53,529 CHF | 33,956 CHF | 100.00% | 100.00% |
03/07/2024 | 1.49% | 0.65 CHF | 0.66 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 53,445 CHF | 33,903 CHF | 100.00% | 100.00% |
02/07/2024 | 1.53% | 0.65 CHF | 0.66 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 51,806 CHF | 32,878 CHF | 100.00% | 100.00% |