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 | 1.58% | 0.94 CHF | 0.95 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 52,799 CHF | 44,698 CHF | 97.09% | 97.09% |
12/07/2024 | 1.40% | 0.87 CHF | 0.88 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 54,667 CHF | 46,196 CHF | 99.01% | 99.01% |
11/07/2024 | 1.35% | 0.87 CHF | 0.89 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 54,821 CHF | 46,307 CHF | 99.00% | 99.00% |
10/07/2024 | 1.36% | 0.96 CHF | 0.98 CHF | 60,000 | 50,000 | 59,095 | 50,000 | 57,840 CHF | 49,626 CHF | 100.00% | 100.00% |
09/07/2024 | 1.34% | 0.99 CHF | 1.00 CHF | 60,000 | 50,000 | 59,907 | 50,000 | 57,486 CHF | 48,630 CHF | 100.00% | 100.00% |
08/07/2024 | 1.43% | 0.93 CHF | 0.95 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 54,629 CHF | 46,178 CHF | 100.00% | 100.00% |
05/07/2024 | 1.54% | 0.92 CHF | 0.94 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 54,389 CHF | 46,025 CHF | 98.87% | 98.87% |
04/07/2024 | 1.70% | 0.79 CHF | 0.80 CHF | 70,000 | 50,000 | 69,181 | 50,000 | 55,589 CHF | 40,893 CHF | 100.00% | 100.00% |
03/07/2024 | 1.66% | 0.83 CHF | 0.85 CHF | 70,000 | 50,000 | 61,169 | 50,000 | 52,205 CHF | 43,413 CHF | 99.73% | 99.73% |
02/07/2024 | 1.53% | 0.85 CHF | 0.87 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 53,376 CHF | 45,167 CHF | 100.00% | 100.00% |