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 | 1.69% | 0.57 CHF | 0.58 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 47,027 CHF | 47,827 CHF | 100.00% | 100.00% |
12/07/2024 | 1.79% | 0.57 CHF | 0.58 CHF | 80,000 | 80,000 | 79,979 | 79,979 | 44,313 CHF | 45,113 CHF | 100.00% | 100.00% |
11/07/2024 | 1.63% | 0.61 CHF | 0.62 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 48,766 CHF | 49,566 CHF | 100.00% | 100.00% |
10/07/2024 | 1.69% | 0.60 CHF | 0.61 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 52,836 CHF | 53,736 CHF | 100.00% | 100.00% |
09/07/2024 | 1.68% | 0.56 CHF | 0.57 CHF | 90,000 | 90,000 | 89,699 | 89,699 | 53,473 CHF | 54,373 CHF | 99.73% | 99.73% |
08/07/2024 | 1.70% | 0.56 CHF | 0.57 CHF | 80,000 | 80,000 | 79,865 | 79,865 | 46,847 CHF | 47,647 CHF | 99.26% | 99.26% |
05/07/2024 | 1.44% | 0.67 CHF | 0.68 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 55,050 CHF | 55,850 CHF | 100.00% | 100.00% |
04/07/2024 | 1.32% | 0.75 CHF | 0.76 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 52,677 CHF | 53,377 CHF | 99.61% | 99.61% |
03/07/2024 | 1.34% | 0.75 CHF | 0.76 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 59,512 CHF | 60,312 CHF | 100.00% | 100.00% |
02/07/2024 | 1.45% | 0.68 CHF | 0.69 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 54,894 CHF | 55,694 CHF | 99.99% | 99.99% |