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 | 53,142 CHF | 22,393 CHF | 99.70% | 99.70% |
12/07/2024 | 1.12% | 0.91 CHF | 0.92 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 53,155 CHF | 22,398 CHF | 99.01% | 99.01% |
11/07/2024 | 1.15% | 0.89 CHF | 0.90 CHF | 60,000 | 25,000 | 60,393 | 25,000 | 52,062 CHF | 21,807 CHF | 99.09% | 99.09% |
10/07/2024 | 1.20% | 0.84 CHF | 0.85 CHF | 60,000 | 25,000 | 69,691 | 25,000 | 57,581 CHF | 20,907 CHF | 100.00% | 100.00% |
09/07/2024 | 1.17% | 0.81 CHF | 0.82 CHF | 70,000 | 25,000 | 62,976 | 25,000 | 53,679 CHF | 21,596 CHF | 100.00% | 100.00% |
08/07/2024 | 1.15% | 0.86 CHF | 0.87 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 51,809 CHF | 21,837 CHF | 100.00% | 100.00% |
05/07/2024 | 1.13% | 0.87 CHF | 0.88 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 52,762 CHF | 22,234 CHF | 98.98% | 98.98% |
04/07/2024 | 1.13% | 0.87 CHF | 0.88 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 52,924 CHF | 22,302 CHF | 100.00% | 100.00% |
03/07/2024 | 1.15% | 0.87 CHF | 0.88 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 51,702 CHF | 21,792 CHF | 100.00% | 100.00% |
02/07/2024 | 1.21% | 0.83 CHF | 0.84 CHF | 70,000 | 25,000 | 69,051 | 25,000 | 56,666 CHF | 20,773 CHF | 100.00% | 100.00% |