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 | 1.27% | 0.71 CHF | 0.72 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 58,844 CHF | 59,594 CHF | 100.00% | 100.00% |
12/07/2024 | 0.97% | 1.09 CHF | 1.10 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 77,191 CHF | 77,941 CHF | 99.68% | 99.68% |
11/07/2024 | 1.17% | 0.90 CHF | 0.91 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 63,629 CHF | 64,379 CHF | 86.32% | 86.32% |
10/07/2024 | 1.36% | 0.83 CHF | 0.84 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 54,769 CHF | 55,519 CHF | 96.10% | 96.10% |
09/07/2024 | 1.29% | 0.70 CHF | 0.71 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 57,692 CHF | 58,442 CHF | 99.66% | 99.66% |
08/07/2024 | 1.14% | 0.80 CHF | 0.81 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 65,576 CHF | 66,326 CHF | 99.85% | 99.85% |
05/07/2024 | 0.94% | 0.99 CHF | 1.00 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 79,310 CHF | 80,060 CHF | 100.00% | 100.00% |
04/07/2024 | 1.02% | 1.01 CHF | 1.02 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 72,950 CHF | 73,700 CHF | 100.00% | 100.00% |
03/07/2024 | 1.07% | 0.93 CHF | 0.94 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 70,061 CHF | 70,811 CHF | 99.25% | 99.25% |
02/07/2024 | 1.08% | 0.90 CHF | 0.91 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 69,080 CHF | 69,830 CHF | 99.65% | 99.65% |