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 | 1.12% | 0.91 CHF | 0.92 CHF | 70,000 | 70,000 | 69,536 | 69,536 | 62,497 CHF | 63,193 CHF | 100.00% | 100.00% |
12/07/2024 | 1.08% | 0.93 CHF | 0.94 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 64,197 CHF | 64,897 CHF | 99.76% | 99.76% |
11/07/2024 | 1.14% | 0.88 CHF | 0.89 CHF | 70,000 | 70,000 | 69,978 | 69,978 | 61,326 CHF | 62,026 CHF | 99.99% | 99.99% |
10/07/2024 | 1.15% | 0.87 CHF | 0.88 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 60,349 CHF | 61,049 CHF | 100.00% | 100.00% |
09/07/2024 | 1.21% | 0.79 CHF | 0.80 CHF | 70,000 | 70,000 | 69,841 | 69,841 | 57,759 CHF | 58,459 CHF | 100.00% | 100.00% |
08/07/2024 | 1.09% | 0.88 CHF | 0.89 CHF | 70,000 | 70,000 | 69,878 | 69,878 | 63,740 CHF | 64,440 CHF | 100.00% | 100.00% |
05/07/2024 | 1.09% | 0.87 CHF | 0.88 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 63,882 CHF | 64,582 CHF | 100.00% | 100.00% |
04/07/2024 | 1.06% | 0.93 CHF | 0.94 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 65,561 CHF | 66,261 CHF | 100.00% | 100.00% |
03/07/2024 | 1.20% | 0.85 CHF | 0.86 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 66,255 CHF | 67,055 CHF | 100.00% | 100.00% |
02/07/2024 | 1.41% | 0.75 CHF | 0.76 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 56,516 CHF | 57,316 CHF | 99.99% | 99.99% |