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 | 1.20% | 0.81 CHF | 0.82 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 62,406 CHF | 63,156 CHF | 99.04% | 99.04% |
12/07/2024 | 1.39% | 0.75 CHF | 0.76 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 53,455 CHF | 54,205 CHF | 98.83% | 98.83% |
11/07/2024 | 1.36% | 0.69 CHF | 0.70 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 54,731 CHF | 55,481 CHF | 97.97% | 97.97% |
10/07/2024 | 1.40% | 0.72 CHF | 0.73 CHF | 75,000 | 75,000 | 75,180 | 75,180 | 53,158 CHF | 53,910 CHF | 95.14% | 95.14% |
09/07/2024 | 1.57% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 99,736 | 99,736 | 62,889 CHF | 63,887 CHF | 98.70% | 98.70% |
08/07/2024 | 1.64% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,542 CHF | 61,542 CHF | 98.56% | 98.56% |
05/07/2024 | 1.86% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,394 CHF | 54,394 CHF | 99.18% | 99.18% |
04/07/2024 | 1.89% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,547 CHF | 53,547 CHF | 99.18% | 99.18% |
03/07/2024 | 1.74% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 100,119 | 100,119 | 57,007 CHF | 58,009 CHF | 98.44% | 98.44% |
02/07/2024 | 1.81% | 0.52 CHF | 0.53 CHF | 125,000 | 125,000 | 106,715 | 106,715 | 58,551 CHF | 59,618 CHF | 98.84% | 98.84% |