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 | 1.56% | 0.84 CHF | 0.86 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 54,001 CHF | 45,708 CHF | 97.10% | 97.10% |
12/07/2024 | 1.55% | 0.92 CHF | 0.93 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 52,388 CHF | 44,337 CHF | 99.01% | 99.01% |
11/07/2024 | 1.63% | 0.91 CHF | 0.93 CHF | 60,000 | 50,000 | 60,562 | 50,000 | 52,669 CHF | 44,218 CHF | 98.73% | 98.73% |
10/07/2024 | 1.49% | 0.82 CHF | 0.83 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 56,493 CHF | 40,957 CHF | 100.00% | 100.00% |
09/07/2024 | 1.62% | 0.80 CHF | 0.81 CHF | 70,000 | 50,000 | 66,677 | 50,000 | 55,061 CHF | 42,018 CHF | 100.00% | 100.00% |
08/07/2024 | 1.52% | 0.85 CHF | 0.87 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 52,616 CHF | 44,520 CHF | 100.00% | 100.00% |
05/07/2024 | 1.61% | 0.87 CHF | 0.88 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 53,108 CHF | 44,975 CHF | 98.87% | 98.87% |
04/07/2024 | 1.42% | 1.00 CHF | 1.02 CHF | 50,000 | 50,000 | 55,550 | 50,000 | 54,815 CHF | 50,107 CHF | 100.00% | 100.00% |
03/07/2024 | 1.52% | 0.96 CHF | 0.97 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 56,384 CHF | 47,706 CHF | 99.73% | 99.73% |
02/07/2024 | 1.59% | 0.94 CHF | 0.95 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 54,258 CHF | 45,940 CHF | 100.00% | 100.00% |