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 | 1.11% | 0.88 CHF | 0.89 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 53,859 CHF | 22,691 CHF | 97.10% | 97.10% |
12/07/2024 | 1.11% | 0.91 CHF | 0.92 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 53,949 CHF | 22,729 CHF | 99.01% | 99.01% |
11/07/2024 | 1.07% | 0.94 CHF | 0.95 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 55,955 CHF | 23,564 CHF | 99.09% | 99.09% |
10/07/2024 | 1.09% | 0.91 CHF | 0.92 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 54,804 CHF | 23,085 CHF | 100.00% | 100.00% |
09/07/2024 | 1.07% | 0.92 CHF | 0.93 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 55,741 CHF | 23,475 CHF | 100.00% | 100.00% |
08/07/2024 | 1.03% | 0.94 CHF | 0.95 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 57,987 CHF | 24,411 CHF | 100.00% | 100.00% |
05/07/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 60,000 | 25,000 | 59,864 | 25,000 | 58,827 CHF | 24,818 CHF | 61.81% | 61.81% |
04/07/2024 | 1.89% | 0.93 CHF | 0.94 CHF | 60,000 | 25,000 | 16,033 | 13,430 | 14,885 CHF | 12,693 CHF | 100.00% | 100.00% |
03/07/2024 | 1.80% | 0.95 CHF | 0.97 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 11,931 CHF | 12,147 CHF | 99.73% | 99.73% |
02/07/2024 | 1.80% | 0.92 CHF | 0.94 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 11,335 CHF | 11,541 CHF | 100.00% | 100.00% |