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 | 1.12% | 0.87 CHF | 0.88 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 53,117 CHF | 22,382 CHF | 99.72% | 99.72% |
12/07/2024 | 1.13% | 0.90 CHF | 0.91 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 52,935 CHF | 22,306 CHF | 99.01% | 99.01% |
11/07/2024 | 1.16% | 0.89 CHF | 0.90 CHF | 60,000 | 25,000 | 60,393 | 25,000 | 51,953 CHF | 21,761 CHF | 99.09% | 99.09% |
10/07/2024 | 1.20% | 0.84 CHF | 0.85 CHF | 60,000 | 25,000 | 69,691 | 25,000 | 57,551 CHF | 20,897 CHF | 100.00% | 100.00% |
09/07/2024 | 1.17% | 0.81 CHF | 0.82 CHF | 70,000 | 25,000 | 63,017 | 25,000 | 53,569 CHF | 21,538 CHF | 100.00% | 100.00% |
08/07/2024 | 1.15% | 0.86 CHF | 0.87 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 51,782 CHF | 21,826 CHF | 100.00% | 100.00% |
05/07/2024 | 1.13% | 0.87 CHF | 0.88 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 52,611 CHF | 22,171 CHF | 98.98% | 98.98% |
04/07/2024 | 1.13% | 0.86 CHF | 0.87 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 52,847 CHF | 22,270 CHF | 100.00% | 100.00% |
03/07/2024 | 1.16% | 0.87 CHF | 0.88 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 51,605 CHF | 21,752 CHF | 100.00% | 100.00% |
02/07/2024 | 1.21% | 0.83 CHF | 0.84 CHF | 70,000 | 25,000 | 69,563 | 25,000 | 56,992 CHF | 20,735 CHF | 100.00% | 100.00% |