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 | 1.46% | 0.67 CHF | 0.68 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 54,484 CHF | 17,276 CHF | 99.69% | 99.69% |
12/07/2024 | 1.46% | 0.70 CHF | 0.71 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 54,319 CHF | 17,225 CHF | 99.01% | 99.01% |
11/07/2024 | 1.51% | 0.68 CHF | 0.69 CHF | 80,000 | 25,000 | 80,393 | 25,000 | 52,777 CHF | 16,667 CHF | 99.09% | 99.09% |
10/07/2024 | 1.59% | 0.64 CHF | 0.65 CHF | 80,000 | 25,000 | 85,521 | 25,000 | 53,405 CHF | 15,869 CHF | 100.00% | 100.00% |
09/07/2024 | 1.53% | 0.61 CHF | 0.62 CHF | 90,000 | 25,000 | 81,729 | 25,000 | 53,044 CHF | 16,495 CHF | 100.00% | 100.00% |
08/07/2024 | 1.51% | 0.65 CHF | 0.66 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 52,683 CHF | 16,714 CHF | 100.00% | 100.00% |
05/07/2024 | 1.47% | 0.67 CHF | 0.68 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 53,963 CHF | 17,113 CHF | 98.98% | 98.98% |
04/07/2024 | 1.46% | 0.66 CHF | 0.67 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 54,291 CHF | 17,216 CHF | 100.00% | 100.00% |
03/07/2024 | 1.51% | 0.67 CHF | 0.68 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 52,527 CHF | 16,665 CHF | 100.00% | 100.00% |
02/07/2024 | 1.61% | 0.63 CHF | 0.64 CHF | 80,000 | 25,000 | 87,298 | 25,000 | 53,843 CHF | 15,680 CHF | 100.00% | 100.00% |