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 | 1.53% | 0.64 CHF | 0.65 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 51,956 CHF | 49,458 CHF | 98.72% | 98.72% |
12/07/2024 | 1.56% | 0.67 CHF | 0.68 CHF | 80,000 | 75,000 | 81,793 | 75,000 | 52,059 CHF | 48,527 CHF | 99.38% | 99.38% |
11/07/2024 | 1.63% | 0.65 CHF | 0.66 CHF | 80,000 | 75,000 | 87,277 | 75,000 | 53,130 CHF | 46,470 CHF | 99.16% | 99.16% |
10/07/2024 | 1.74% | 0.58 CHF | 0.59 CHF | 90,000 | 75,000 | 90,691 | 75,000 | 51,810 CHF | 43,608 CHF | 100.00% | 100.00% |
09/07/2024 | 1.68% | 0.56 CHF | 0.57 CHF | 90,000 | 75,000 | 90,000 | 75,000 | 53,244 CHF | 45,120 CHF | 100.00% | 100.00% |
08/07/2024 | 1.67% | 0.60 CHF | 0.61 CHF | 90,000 | 75,000 | 89,920 | 75,000 | 53,534 CHF | 45,404 CHF | 100.00% | 100.00% |
05/07/2024 | 1.53% | 0.62 CHF | 0.63 CHF | 90,000 | 75,000 | 81,351 | 75,000 | 52,641 CHF | 49,316 CHF | 99.62% | 99.62% |
04/07/2024 | 1.57% | 0.63 CHF | 0.64 CHF | 80,000 | 75,000 | 82,843 | 75,000 | 52,163 CHF | 48,003 CHF | 100.00% | 100.00% |
03/07/2024 | 1.66% | 0.61 CHF | 0.62 CHF | 90,000 | 75,000 | 90,032 | 75,000 | 53,663 CHF | 45,455 CHF | 99.73% | 99.73% |
02/07/2024 | 1.89% | 0.54 CHF | 0.55 CHF | 100,000 | 75,000 | 100,000 | 75,000 | 52,395 CHF | 40,046 CHF | 100.00% | 100.00% |