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 | 1.47% | 0.66 CHF | 0.67 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 54,181 CHF | 17,182 CHF | 99.72% | 99.72% |
12/07/2024 | 1.46% | 0.70 CHF | 0.71 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 54,227 CHF | 17,196 CHF | 99.01% | 99.01% |
11/07/2024 | 1.52% | 0.68 CHF | 0.69 CHF | 80,000 | 25,000 | 80,393 | 25,000 | 52,523 CHF | 16,587 CHF | 99.09% | 99.09% |
10/07/2024 | 1.60% | 0.64 CHF | 0.65 CHF | 80,000 | 25,000 | 88,610 | 25,000 | 54,890 CHF | 15,741 CHF | 100.00% | 100.00% |
09/07/2024 | 1.54% | 0.60 CHF | 0.61 CHF | 90,000 | 25,000 | 82,488 | 25,000 | 53,230 CHF | 16,408 CHF | 100.00% | 100.00% |
08/07/2024 | 1.51% | 0.65 CHF | 0.66 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 52,578 CHF | 16,681 CHF | 100.00% | 100.00% |
05/07/2024 | 1.48% | 0.66 CHF | 0.67 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 53,831 CHF | 17,072 CHF | 98.98% | 98.98% |
04/07/2024 | 1.47% | 0.66 CHF | 0.67 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 54,110 CHF | 17,159 CHF | 100.00% | 100.00% |
03/07/2024 | 1.52% | 0.67 CHF | 0.68 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 52,330 CHF | 16,603 CHF | 98.99% | 98.99% |
02/07/2024 | 1.62% | 0.62 CHF | 0.63 CHF | 90,000 | 25,000 | 88,368 | 25,000 | 54,128 CHF | 15,571 CHF | 100.00% | 100.00% |