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 | 1.67% | 0.57 CHF | 0.58 CHF | 90,000 | 75,000 | 90,000 | 75,000 | 53,327 CHF | 45,189 CHF | 99.61% | 99.61% |
12/07/2024 | 1.67% | 0.59 CHF | 0.60 CHF | 90,000 | 75,000 | 90,000 | 75,000 | 53,361 CHF | 45,218 CHF | 99.01% | 99.01% |
11/07/2024 | 1.64% | 0.61 CHF | 0.62 CHF | 90,000 | 75,000 | 89,417 | 75,000 | 53,928 CHF | 45,996 CHF | 93.88% | 93.88% |
10/07/2024 | 1.76% | 0.57 CHF | 0.58 CHF | 90,000 | 75,000 | 91,065 | 75,000 | 51,377 CHF | 43,081 CHF | 100.00% | 100.00% |
09/07/2024 | 1.58% | 0.60 CHF | 0.61 CHF | 90,000 | 75,000 | 82,992 | 75,000 | 52,123 CHF | 47,903 CHF | 100.00% | 100.00% |
08/07/2024 | 1.54% | 0.65 CHF | 0.66 CHF | 80,000 | 75,000 | 81,765 | 75,000 | 52,598 CHF | 49,037 CHF | 97.53% | 97.53% |
05/07/2024 | 1.57% | 0.62 CHF | 0.63 CHF | 90,000 | 75,000 | 84,514 | 75,000 | 53,393 CHF | 48,189 CHF | 98.69% | 98.69% |
04/07/2024 | 1.58% | 0.64 CHF | 0.65 CHF | 80,000 | 75,000 | 83,405 | 75,000 | 52,431 CHF | 47,925 CHF | 87.44% | 87.44% |
03/07/2024 | 1.62% | 0.63 CHF | 0.64 CHF | 80,000 | 75,000 | 88,381 | 75,000 | 54,053 CHF | 46,644 CHF | 99.95% | 99.95% |
02/07/2024 | 1.82% | 0.57 CHF | 0.58 CHF | 90,000 | 75,000 | 97,336 | 75,000 | 53,020 CHF | 41,650 CHF | 100.00% | 100.00% |