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 | 1.10% | 0.89 CHF | 0.90 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 54,356 CHF | 22,899 CHF | 99.72% | 99.72% |
12/07/2024 | 1.10% | 0.93 CHF | 0.94 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 54,392 CHF | 22,913 CHF | 99.01% | 99.01% |
11/07/2024 | 1.13% | 0.91 CHF | 0.92 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 52,936 CHF | 22,307 CHF | 99.09% | 99.09% |
10/07/2024 | 1.17% | 0.86 CHF | 0.87 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 50,778 CHF | 21,407 CHF | 100.00% | 100.00% |
09/07/2024 | 1.14% | 0.83 CHF | 0.84 CHF | 70,000 | 25,000 | 60,353 | 25,000 | 52,754 CHF | 22,109 CHF | 100.00% | 100.00% |
08/07/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 53,030 CHF | 22,346 CHF | 100.00% | 100.00% |
05/07/2024 | 1.10% | 0.89 CHF | 0.90 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 54,006 CHF | 22,753 CHF | 98.98% | 98.98% |
04/07/2024 | 1.10% | 0.89 CHF | 0.90 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 54,147 CHF | 22,811 CHF | 100.00% | 100.00% |
03/07/2024 | 1.13% | 0.89 CHF | 0.90 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 52,932 CHF | 22,305 CHF | 100.00% | 100.00% |
02/07/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 60,000 | 25,000 | 64,070 | 25,000 | 53,833 CHF | 21,273 CHF | 100.00% | 100.00% |