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 | 1.31% | 0.75 CHF | 0.76 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 57,105 CHF | 57,855 CHF | 99.04% | 99.04% |
12/07/2024 | 1.46% | 0.70 CHF | 0.71 CHF | 75,000 | 75,000 | 78,430 | 78,430 | 53,130 CHF | 53,914 CHF | 98.83% | 98.83% |
11/07/2024 | 1.44% | 0.66 CHF | 0.67 CHF | 75,000 | 75,000 | 75,790 | 75,790 | 52,167 CHF | 52,925 CHF | 98.06% | 98.06% |
10/07/2024 | 1.45% | 0.69 CHF | 0.70 CHF | 75,000 | 75,000 | 75,679 | 75,679 | 51,949 CHF | 52,706 CHF | 63.50% | 63.50% |
09/07/2024 | 1.57% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 63,224 CHF | 64,224 CHF | 98.66% | 98.66% |
08/07/2024 | 1.63% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 61,003 CHF | 62,003 CHF | 98.55% | 98.55% |
05/07/2024 | 1.79% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,477 CHF | 56,477 CHF | 99.17% | 99.17% |
04/07/2024 | 1.80% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,106 CHF | 56,106 CHF | 99.18% | 99.18% |
03/07/2024 | 1.73% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,381 CHF | 58,381 CHF | 98.43% | 98.43% |
02/07/2024 | 1.76% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 102,900 | 102,900 | 58,061 CHF | 59,090 CHF | 98.77% | 98.77% |