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 | 1.56% | 0.62 CHF | 0.63 CHF | 90,000 | 25,000 | 82,201 | 25,000 | 52,272 CHF | 16,159 CHF | 99.72% | 99.72% |
12/07/2024 | 1.56% | 0.66 CHF | 0.67 CHF | 80,000 | 25,000 | 81,507 | 25,000 | 51,912 CHF | 16,181 CHF | 99.01% | 99.01% |
11/07/2024 | 1.62% | 0.64 CHF | 0.65 CHF | 80,000 | 25,000 | 87,938 | 25,000 | 53,827 CHF | 15,566 CHF | 99.09% | 99.09% |
10/07/2024 | 1.71% | 0.60 CHF | 0.61 CHF | 90,000 | 25,000 | 90,000 | 25,000 | 52,097 CHF | 14,721 CHF | 100.00% | 100.00% |
09/07/2024 | 1.64% | 0.56 CHF | 0.57 CHF | 90,000 | 25,000 | 87,656 | 25,000 | 53,049 CHF | 15,399 CHF | 100.00% | 100.00% |
08/07/2024 | 1.61% | 0.61 CHF | 0.62 CHF | 90,000 | 25,000 | 87,228 | 25,000 | 53,762 CHF | 15,669 CHF | 100.00% | 100.00% |
05/07/2024 | 1.57% | 0.62 CHF | 0.63 CHF | 90,000 | 25,000 | 81,461 | 25,000 | 51,472 CHF | 16,052 CHF | 98.98% | 98.98% |
04/07/2024 | 1.56% | 0.62 CHF | 0.63 CHF | 90,000 | 25,000 | 81,759 | 25,000 | 51,861 CHF | 16,116 CHF | 100.00% | 100.00% |
03/07/2024 | 1.62% | 0.63 CHF | 0.64 CHF | 80,000 | 25,000 | 89,577 | 25,000 | 54,884 CHF | 15,570 CHF | 100.00% | 100.00% |
02/07/2024 | 1.73% | 0.58 CHF | 0.59 CHF | 90,000 | 25,000 | 90,000 | 25,000 | 51,521 CHF | 14,561 CHF | 100.00% | 100.00% |