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 | 1.10% | 0.89 CHF | 0.90 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 54,412 CHF | 22,922 CHF | 99.70% | 99.70% |
12/07/2024 | 1.10% | 0.93 CHF | 0.94 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 54,470 CHF | 22,946 CHF | 99.01% | 99.01% |
11/07/2024 | 1.13% | 0.91 CHF | 0.92 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 52,968 CHF | 22,320 CHF | 99.09% | 99.09% |
10/07/2024 | 1.17% | 0.87 CHF | 0.88 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 50,963 CHF | 21,485 CHF | 100.00% | 100.00% |
09/07/2024 | 1.14% | 0.83 CHF | 0.84 CHF | 70,000 | 25,000 | 60,176 | 25,000 | 52,725 CHF | 22,158 CHF | 100.00% | 100.00% |
08/07/2024 | 1.12% | 0.88 CHF | 0.89 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 53,206 CHF | 22,419 CHF | 100.00% | 100.00% |
05/07/2024 | 1.10% | 0.89 CHF | 0.90 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 54,132 CHF | 22,805 CHF | 98.98% | 98.98% |
04/07/2024 | 1.10% | 0.89 CHF | 0.90 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 54,339 CHF | 22,891 CHF | 100.00% | 100.00% |
03/07/2024 | 1.13% | 0.90 CHF | 0.91 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 53,008 CHF | 22,337 CHF | 100.00% | 100.00% |
02/07/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 60,000 | 25,000 | 63,392 | 25,000 | 53,363 CHF | 21,311 CHF | 100.00% | 100.00% |