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 | 1.29% | 0.85 CHF | 0.86 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 58,005 CHF | 58,755 CHF | 100.00% | 100.00% |
12/07/2024 | 1.87% | 0.47 CHF | 0.48 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 39,848 CHF | 40,598 CHF | 99.68% | 99.68% |
11/07/2024 | 1.40% | 0.66 CHF | 0.67 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 53,403 CHF | 54,153 CHF | 86.32% | 86.32% |
10/07/2024 | 1.20% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 62,109 CHF | 62,859 CHF | 96.09% | 96.09% |
09/07/2024 | 1.26% | 0.86 CHF | 0.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 59,246 CHF | 59,996 CHF | 99.67% | 99.67% |
08/07/2024 | 1.46% | 0.76 CHF | 0.77 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 51,373 CHF | 52,123 CHF | 99.85% | 99.85% |
05/07/2024 | 1.96% | 0.58 CHF | 0.59 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 38,161 CHF | 38,911 CHF | 100.00% | 100.00% |
04/07/2024 | 1.67% | 0.56 CHF | 0.57 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 44,568 CHF | 45,318 CHF | 100.00% | 100.00% |
03/07/2024 | 1.57% | 0.64 CHF | 0.65 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 47,487 CHF | 48,237 CHF | 99.25% | 99.25% |
02/07/2024 | 1.55% | 0.67 CHF | 0.68 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 48,292 CHF | 49,042 CHF | 99.65% | 99.65% |