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 | 1.31% | 0.74 CHF | 0.75 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 52,981 CHF | 19,172 CHF | 99.72% | 99.72% |
12/07/2024 | 1.31% | 0.78 CHF | 0.79 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 53,049 CHF | 19,196 CHF | 99.01% | 99.01% |
11/07/2024 | 1.36% | 0.76 CHF | 0.77 CHF | 70,000 | 25,000 | 70,629 | 25,000 | 51,738 CHF | 18,570 CHF | 99.09% | 99.09% |
10/07/2024 | 1.42% | 0.72 CHF | 0.73 CHF | 70,000 | 25,000 | 79,814 | 25,000 | 55,817 CHF | 17,735 CHF | 100.00% | 100.00% |
09/07/2024 | 1.37% | 0.68 CHF | 0.69 CHF | 80,000 | 25,000 | 73,541 | 25,000 | 53,313 CHF | 18,408 CHF | 100.00% | 100.00% |
08/07/2024 | 1.35% | 0.73 CHF | 0.74 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 51,606 CHF | 18,681 CHF | 100.00% | 100.00% |
05/07/2024 | 1.32% | 0.74 CHF | 0.75 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 52,654 CHF | 19,055 CHF | 98.98% | 98.98% |
04/07/2024 | 1.31% | 0.74 CHF | 0.75 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 52,895 CHF | 19,141 CHF | 100.00% | 100.00% |
03/07/2024 | 1.35% | 0.75 CHF | 0.76 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 51,342 CHF | 18,587 CHF | 100.00% | 100.00% |
02/07/2024 | 1.43% | 0.70 CHF | 0.71 CHF | 80,000 | 25,000 | 79,937 | 25,000 | 55,383 CHF | 17,571 CHF | 100.00% | 100.00% |