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 | 1.28% | 0.74 CHF | 0.75 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 58,264 CHF | 59,014 CHF | 88.82% | 88.82% |
12/07/2024 | 1.29% | 0.80 CHF | 0.81 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 57,581 CHF | 58,331 CHF | 88.14% | 88.14% |
11/07/2024 | 1.39% | 0.77 CHF | 0.78 CHF | 75,000 | 75,000 | 77,824 | 75,000 | 55,793 CHF | 54,558 CHF | 90.75% | 90.75% |
10/07/2024 | 1.51% | 0.66 CHF | 0.67 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 52,436 CHF | 49,909 CHF | 100.00% | 100.00% |
09/07/2024 | 1.48% | 0.63 CHF | 0.64 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 53,600 CHF | 51,000 CHF | 94.95% | 94.95% |
08/07/2024 | 1.48% | 0.66 CHF | 0.67 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 53,723 CHF | 51,115 CHF | 99.31% | 99.31% |
05/07/2024 | 1.41% | 0.68 CHF | 0.69 CHF | 80,000 | 75,000 | 79,614 | 75,000 | 55,941 CHF | 53,455 CHF | 97.54% | 97.54% |
04/07/2024 | 1.45% | 0.70 CHF | 0.71 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 54,962 CHF | 52,277 CHF | 95.45% | 95.45% |
03/07/2024 | 1.48% | 0.67 CHF | 0.68 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 53,619 CHF | 51,018 CHF | 99.89% | 99.89% |
02/07/2024 | 1.62% | 0.62 CHF | 0.63 CHF | 90,000 | 75,000 | 89,506 | 75,000 | 54,792 CHF | 46,670 CHF | 99.90% | 99.90% |