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 | 1.39% | 0.70 CHF | 0.71 CHF | 80,000 | 25,000 | 74,815 | 25,000 | 53,404 CHF | 18,112 CHF | 99.72% | 99.72% |
12/07/2024 | 1.39% | 0.73 CHF | 0.74 CHF | 70,000 | 25,000 | 76,399 | 25,000 | 54,369 CHF | 18,056 CHF | 99.01% | 99.01% |
11/07/2024 | 1.44% | 0.72 CHF | 0.73 CHF | 70,000 | 25,000 | 79,035 | 25,000 | 54,540 CHF | 17,511 CHF | 99.09% | 99.09% |
10/07/2024 | 1.51% | 0.67 CHF | 0.68 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 52,469 CHF | 16,647 CHF | 100.00% | 100.00% |
09/07/2024 | 1.46% | 0.64 CHF | 0.65 CHF | 80,000 | 25,000 | 79,184 | 25,000 | 53,932 CHF | 17,288 CHF | 100.00% | 100.00% |
08/07/2024 | 1.43% | 0.69 CHF | 0.70 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 55,443 CHF | 17,576 CHF | 100.00% | 100.00% |
05/07/2024 | 1.41% | 0.70 CHF | 0.71 CHF | 80,000 | 25,000 | 77,764 | 25,000 | 54,938 CHF | 17,921 CHF | 98.98% | 98.98% |
04/07/2024 | 1.40% | 0.69 CHF | 0.70 CHF | 80,000 | 25,000 | 77,310 | 25,000 | 54,926 CHF | 18,020 CHF | 100.00% | 100.00% |
03/07/2024 | 1.44% | 0.70 CHF | 0.71 CHF | 80,000 | 25,000 | 79,978 | 25,000 | 55,190 CHF | 17,502 CHF | 100.00% | 100.00% |
02/07/2024 | 1.53% | 0.66 CHF | 0.67 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 51,989 CHF | 16,496 CHF | 100.00% | 100.00% |