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 | 1.35% | 0.72 CHF | 0.73 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 51,497 CHF | 18,642 CHF | 99.72% | 99.72% |
12/07/2024 | 1.35% | 0.76 CHF | 0.77 CHF | 70,000 | 25,000 | 70,516 | 25,000 | 51,822 CHF | 18,627 CHF | 99.01% | 99.01% |
11/07/2024 | 1.40% | 0.74 CHF | 0.75 CHF | 70,000 | 25,000 | 77,236 | 25,000 | 54,915 CHF | 18,042 CHF | 99.09% | 99.09% |
10/07/2024 | 1.47% | 0.69 CHF | 0.70 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 54,101 CHF | 17,157 CHF | 100.00% | 100.00% |
09/07/2024 | 1.41% | 0.66 CHF | 0.67 CHF | 80,000 | 25,000 | 76,583 | 25,000 | 53,792 CHF | 17,838 CHF | 100.00% | 100.00% |
08/07/2024 | 1.39% | 0.71 CHF | 0.72 CHF | 80,000 | 25,000 | 76,321 | 25,000 | 54,398 CHF | 18,079 CHF | 100.00% | 100.00% |
05/07/2024 | 1.37% | 0.72 CHF | 0.73 CHF | 70,000 | 25,000 | 70,365 | 25,000 | 51,190 CHF | 18,440 CHF | 98.98% | 98.98% |
04/07/2024 | 1.36% | 0.72 CHF | 0.73 CHF | 70,000 | 25,000 | 70,037 | 25,000 | 51,231 CHF | 18,537 CHF | 100.00% | 100.00% |
03/07/2024 | 1.40% | 0.72 CHF | 0.73 CHF | 70,000 | 25,000 | 77,814 | 25,000 | 55,319 CHF | 18,030 CHF | 100.00% | 100.00% |
02/07/2024 | 1.48% | 0.68 CHF | 0.69 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 53,604 CHF | 17,001 CHF | 100.00% | 100.00% |