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 | 1.22% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 61,352 CHF | 62,102 CHF | 98.73% | 98.73% |
12/07/2024 | 1.24% | 0.83 CHF | 0.84 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 60,178 CHF | 60,928 CHF | 99.38% | 99.38% |
11/07/2024 | 1.35% | 0.79 CHF | 0.80 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 58,905 CHF | 59,706 CHF | 99.13% | 99.13% |
10/07/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 57,960 CHF | 58,710 CHF | 99.36% | 99.36% |
09/07/2024 | 1.33% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 56,052 CHF | 56,802 CHF | 100.00% | 100.00% |
08/07/2024 | 1.30% | 0.76 CHF | 0.77 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 57,523 CHF | 58,273 CHF | 90.67% | 90.67% |
05/07/2024 | 1.34% | 0.75 CHF | 0.76 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 58,933 CHF | 59,725 CHF | 99.62% | 99.62% |
04/07/2024 | 1.27% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 58,613 CHF | 59,363 CHF | 100.00% | 100.00% |
03/07/2024 | 1.31% | 0.76 CHF | 0.77 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 57,101 CHF | 57,851 CHF | 99.73% | 99.73% |
02/07/2024 | 1.45% | 0.70 CHF | 0.71 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 54,849 CHF | 52,171 CHF | 100.00% | 100.00% |