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 | 1.12% | 0.87 CHF | 0.88 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 53,360 CHF | 22,483 CHF | 97.10% | 97.10% |
12/07/2024 | 1.12% | 0.91 CHF | 0.92 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 53,464 CHF | 22,527 CHF | 99.01% | 99.01% |
11/07/2024 | 1.08% | 0.93 CHF | 0.94 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 55,392 CHF | 23,330 CHF | 99.09% | 99.09% |
10/07/2024 | 1.10% | 0.90 CHF | 0.91 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 54,251 CHF | 22,855 CHF | 100.00% | 100.00% |
09/07/2024 | 1.08% | 0.91 CHF | 0.92 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 55,163 CHF | 23,235 CHF | 100.00% | 100.00% |
08/07/2024 | 1.04% | 0.94 CHF | 0.95 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 57,434 CHF | 24,181 CHF | 100.00% | 100.00% |
05/07/2024 | 1.02% | 0.98 CHF | 0.99 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 58,402 CHF | 24,584 CHF | 61.81% | 61.81% |
04/07/2024 | 1.84% | 0.93 CHF | 0.94 CHF | 60,000 | 25,000 | 16,033 | 13,430 | 14,743 CHF | 12,569 CHF | 100.00% | 100.00% |
03/07/2024 | 1.88% | 0.94 CHF | 0.96 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 11,826 CHF | 12,050 CHF | 99.73% | 99.73% |
02/07/2024 | 1.94% | 0.91 CHF | 0.93 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 11,215 CHF | 11,435 CHF | 100.00% | 100.00% |