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 | 1.16% | 0.84 CHF | 0.85 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 51,412 CHF | 21,672 CHF | 99.70% | 99.70% |
12/07/2024 | 1.16% | 0.88 CHF | 0.89 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 51,470 CHF | 21,696 CHF | 99.01% | 99.01% |
11/07/2024 | 1.19% | 0.86 CHF | 0.87 CHF | 60,000 | 25,000 | 66,809 | 25,000 | 55,581 CHF | 21,070 CHF | 99.09% | 99.09% |
10/07/2024 | 1.24% | 0.82 CHF | 0.83 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 55,957 CHF | 20,235 CHF | 100.00% | 100.00% |
09/07/2024 | 1.20% | 0.78 CHF | 0.79 CHF | 70,000 | 25,000 | 65,706 | 25,000 | 54,199 CHF | 20,908 CHF | 100.00% | 100.00% |
08/07/2024 | 1.19% | 0.83 CHF | 0.84 CHF | 70,000 | 25,000 | 65,408 | 25,000 | 54,717 CHF | 21,181 CHF | 100.00% | 100.00% |
05/07/2024 | 1.17% | 0.84 CHF | 0.85 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 51,132 CHF | 21,555 CHF | 98.98% | 98.98% |
04/07/2024 | 1.16% | 0.84 CHF | 0.85 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 51,339 CHF | 21,641 CHF | 100.00% | 100.00% |
03/07/2024 | 1.19% | 0.85 CHF | 0.86 CHF | 60,000 | 25,000 | 66,302 | 25,000 | 55,231 CHF | 21,087 CHF | 100.00% | 100.00% |
02/07/2024 | 1.25% | 0.80 CHF | 0.81 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 55,472 CHF | 20,061 CHF | 100.00% | 100.00% |