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 | 1.18% | 0.83 CHF | 0.84 CHF | 70,000 | 25,000 | 63,339 | 25,000 | 53,303 CHF | 21,305 CHF | 99.72% | 99.72% |
12/07/2024 | 1.18% | 0.86 CHF | 0.87 CHF | 60,000 | 25,000 | 63,268 | 25,000 | 53,111 CHF | 21,254 CHF | 99.01% | 99.01% |
11/07/2024 | 1.22% | 0.85 CHF | 0.86 CHF | 60,000 | 25,000 | 68,445 | 25,000 | 55,895 CHF | 20,681 CHF | 99.09% | 99.09% |
10/07/2024 | 1.27% | 0.80 CHF | 0.81 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 54,939 CHF | 19,871 CHF | 100.00% | 100.00% |
09/07/2024 | 1.23% | 0.77 CHF | 0.78 CHF | 70,000 | 25,000 | 68,697 | 25,000 | 55,635 CHF | 20,513 CHF | 100.00% | 100.00% |
08/07/2024 | 1.21% | 0.81 CHF | 0.82 CHF | 70,000 | 25,000 | 69,925 | 25,000 | 57,306 CHF | 20,739 CHF | 100.00% | 100.00% |
05/07/2024 | 1.19% | 0.83 CHF | 0.84 CHF | 70,000 | 25,000 | 65,365 | 25,000 | 54,520 CHF | 21,115 CHF | 98.98% | 98.98% |
04/07/2024 | 1.19% | 0.82 CHF | 0.83 CHF | 70,000 | 25,000 | 61,961 | 25,000 | 51,948 CHF | 21,223 CHF | 100.00% | 100.00% |
03/07/2024 | 1.22% | 0.83 CHF | 0.84 CHF | 70,000 | 25,000 | 69,794 | 25,000 | 57,073 CHF | 20,695 CHF | 100.00% | 100.00% |
02/07/2024 | 1.28% | 0.79 CHF | 0.80 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 54,450 CHF | 19,697 CHF | 100.00% | 100.00% |