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 | 1.28% | 0.76 CHF | 0.77 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 54,540 CHF | 19,729 CHF | 99.71% | 99.71% |
12/07/2024 | 1.28% | 0.80 CHF | 0.81 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 54,474 CHF | 19,705 CHF | 99.01% | 99.01% |
11/07/2024 | 1.32% | 0.78 CHF | 0.79 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 52,799 CHF | 19,107 CHF | 99.09% | 99.09% |
10/07/2024 | 1.38% | 0.74 CHF | 0.75 CHF | 70,000 | 25,000 | 71,294 | 25,000 | 51,361 CHF | 18,265 CHF | 100.00% | 100.00% |
09/07/2024 | 1.33% | 0.71 CHF | 0.72 CHF | 80,000 | 25,000 | 71,415 | 25,000 | 53,340 CHF | 18,942 CHF | 100.00% | 100.00% |
08/07/2024 | 1.31% | 0.75 CHF | 0.76 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 53,038 CHF | 19,192 CHF | 100.00% | 100.00% |
05/07/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 54,127 CHF | 19,581 CHF | 98.98% | 98.98% |
04/07/2024 | 1.28% | 0.76 CHF | 0.77 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 54,358 CHF | 19,664 CHF | 100.00% | 100.00% |
03/07/2024 | 1.32% | 0.77 CHF | 0.78 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 52,825 CHF | 19,116 CHF | 98.99% | 98.99% |
02/07/2024 | 1.39% | 0.72 CHF | 0.73 CHF | 70,000 | 25,000 | 75,696 | 25,000 | 53,934 CHF | 18,078 CHF | 100.00% | 100.00% |