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 | 1.28% | 1.61 CHF | 1.63 CHF | 65,000 | 65,000 | 49,331 | 49,331 | 77,486 CHF | 78,474 CHF | 86.82% | 86.82% |
12/07/2024 | 1.30% | 1.54 CHF | 1.56 CHF | 65,000 | 65,000 | 48,487 | 48,487 | 75,182 CHF | 76,154 CHF | 71.78% | 71.78% |
11/07/2024 | 1.25% | 1.55 CHF | 1.57 CHF | 65,000 | 65,000 | 48,672 | 48,672 | 77,416 CHF | 78,390 CHF | 82.89% | 82.89% |
10/07/2024 | 1.26% | 1.63 CHF | 1.65 CHF | 65,000 | 65,000 | 49,481 | 49,481 | 79,247 CHF | 80,238 CHF | 86.20% | 86.20% |
09/07/2024 | 1.29% | 1.55 CHF | 1.57 CHF | 65,000 | 65,000 | 47,907 | 47,907 | 74,663 CHF | 75,623 CHF | 80.10% | 80.10% |
08/07/2024 | 1.37% | 1.56 CHF | 1.58 CHF | 65,000 | 65,000 | 47,223 | 47,223 | 69,702 CHF | 70,648 CHF | 82.40% | 82.40% |
05/07/2024 | 1.37% | 1.47 CHF | 1.49 CHF | 65,000 | 65,000 | 47,143 | 47,143 | 69,245 CHF | 70,189 CHF | 82.83% | 82.83% |
04/07/2024 | 1.35% | 1.46 CHF | 1.48 CHF | 50,000 | 50,000 | 45,388 | 45,388 | 66,787 CHF | 67,694 CHF | 76.66% | 76.66% |
03/07/2024 | 1.37% | 1.48 CHF | 1.50 CHF | 65,000 | 65,000 | 48,881 | 48,881 | 71,281 CHF | 72,259 CHF | 70.17% | 70.17% |
02/07/2024 | 1.40% | 1.45 CHF | 1.47 CHF | 65,000 | 65,000 | 46,239 | 46,239 | 66,400 CHF | 67,326 CHF | 87.77% | 87.77% |