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 | 1.21% | 0.80 CHF | 0.81 CHF | 70,000 | 25,000 | 68,586 | 25,000 | 56,153 CHF | 20,729 CHF | 99.72% | 99.72% |
12/07/2024 | 1.22% | 0.84 CHF | 0.85 CHF | 60,000 | 25,000 | 68,782 | 25,000 | 56,251 CHF | 20,705 CHF | 99.01% | 99.01% |
11/07/2024 | 1.25% | 0.82 CHF | 0.83 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 55,599 CHF | 20,107 CHF | 99.09% | 99.09% |
10/07/2024 | 1.31% | 0.78 CHF | 0.79 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 53,243 CHF | 19,265 CHF | 100.00% | 100.00% |
09/07/2024 | 1.26% | 0.75 CHF | 0.76 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 55,136 CHF | 19,942 CHF | 100.00% | 100.00% |
08/07/2024 | 1.25% | 0.79 CHF | 0.80 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 55,854 CHF | 20,198 CHF | 100.00% | 100.00% |
05/07/2024 | 1.22% | 0.81 CHF | 0.82 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 56,946 CHF | 20,588 CHF | 98.98% | 98.98% |
04/07/2024 | 1.22% | 0.80 CHF | 0.81 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 57,158 CHF | 20,664 CHF | 100.00% | 100.00% |
03/07/2024 | 1.25% | 0.81 CHF | 0.82 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 55,625 CHF | 20,116 CHF | 98.99% | 98.99% |
02/07/2024 | 1.32% | 0.76 CHF | 0.77 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 52,769 CHF | 19,096 CHF | 100.00% | 100.00% |