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 | 1.06% | 0.92 CHF | 0.93 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 56,117 CHF | 23,632 CHF | 99.71% | 99.71% |
12/07/2024 | 1.07% | 0.96 CHF | 0.97 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 56,025 CHF | 23,594 CHF | 99.01% | 99.01% |
11/07/2024 | 1.09% | 0.94 CHF | 0.95 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 54,702 CHF | 23,042 CHF | 99.09% | 99.09% |
10/07/2024 | 1.13% | 0.89 CHF | 0.90 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 52,576 CHF | 22,157 CHF | 100.00% | 100.00% |
09/07/2024 | 1.10% | 0.86 CHF | 0.87 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 54,124 CHF | 22,802 CHF | 100.00% | 100.00% |
08/07/2024 | 1.09% | 0.91 CHF | 0.92 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 54,789 CHF | 23,079 CHF | 100.00% | 100.00% |
05/07/2024 | 1.07% | 0.92 CHF | 0.93 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 55,641 CHF | 23,434 CHF | 98.98% | 98.98% |
04/07/2024 | 1.07% | 0.91 CHF | 0.92 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 55,877 CHF | 23,532 CHF | 100.00% | 100.00% |
03/07/2024 | 1.09% | 0.92 CHF | 0.93 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 54,666 CHF | 23,027 CHF | 100.00% | 100.00% |
02/07/2024 | 1.14% | 0.88 CHF | 0.89 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 52,192 CHF | 21,996 CHF | 100.00% | 100.00% |