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 | 1.42% | 0.72 CHF | 0.73 CHF | 75,000 | 75,000 | 75,226 | 75,000 | 54,850 CHF | 55,474 CHF | 98.72% | 98.72% |
12/07/2024 | 1.51% | 0.75 CHF | 0.77 CHF | 75,000 | 75,000 | 76,720 | 75,000 | 55,176 CHF | 54,786 CHF | 99.38% | 99.38% |
11/07/2024 | 1.43% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 79,158 | 75,000 | 55,078 CHF | 52,956 CHF | 99.15% | 99.15% |
10/07/2024 | 1.49% | 0.67 CHF | 0.68 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 53,253 CHF | 50,675 CHF | 100.00% | 100.00% |
09/07/2024 | 1.46% | 0.65 CHF | 0.66 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 54,515 CHF | 51,858 CHF | 100.00% | 100.00% |
08/07/2024 | 1.45% | 0.69 CHF | 0.70 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 54,777 CHF | 52,104 CHF | 97.44% | 97.44% |
05/07/2024 | 1.36% | 0.71 CHF | 0.72 CHF | 80,000 | 75,000 | 75,915 | 75,000 | 55,280 CHF | 55,384 CHF | 99.62% | 99.62% |
04/07/2024 | 1.39% | 0.71 CHF | 0.72 CHF | 80,000 | 75,000 | 77,522 | 75,000 | 55,314 CHF | 54,280 CHF | 100.00% | 100.00% |
03/07/2024 | 1.46% | 0.69 CHF | 0.70 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 54,590 CHF | 51,928 CHF | 99.73% | 99.73% |
02/07/2024 | 1.59% | 0.63 CHF | 0.64 CHF | 80,000 | 75,000 | 85,685 | 75,000 | 53,514 CHF | 47,618 CHF | 99.99% | 99.99% |