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 | 82,369 | 25,000 | 52,351 CHF | 16,151 CHF | 99.69% | 99.69% |
12/07/2024 | 1.56% | 0.66 CHF | 0.67 CHF | 80,000 | 25,000 | 81,507 | 25,000 | 51,881 CHF | 16,171 CHF | 99.01% | 99.01% |
11/07/2024 | 1.62% | 0.64 CHF | 0.65 CHF | 80,000 | 25,000 | 87,938 | 25,000 | 53,814 CHF | 15,562 CHF | 99.09% | 99.09% |
10/07/2024 | 1.72% | 0.60 CHF | 0.61 CHF | 90,000 | 25,000 | 90,000 | 25,000 | 51,922 CHF | 14,673 CHF | 100.00% | 100.00% |
09/07/2024 | 1.64% | 0.56 CHF | 0.57 CHF | 90,000 | 25,000 | 87,730 | 25,000 | 52,980 CHF | 15,367 CHF | 100.00% | 100.00% |
08/07/2024 | 1.61% | 0.61 CHF | 0.62 CHF | 90,000 | 25,000 | 88,477 | 25,000 | 54,344 CHF | 15,612 CHF | 100.00% | 100.00% |
05/07/2024 | 1.57% | 0.62 CHF | 0.63 CHF | 90,000 | 25,000 | 81,575 | 25,000 | 51,444 CHF | 16,022 CHF | 98.98% | 98.98% |
04/07/2024 | 1.57% | 0.62 CHF | 0.63 CHF | 90,000 | 25,000 | 81,774 | 25,000 | 51,721 CHF | 16,069 CHF | 100.00% | 100.00% |
03/07/2024 | 1.62% | 0.63 CHF | 0.64 CHF | 80,000 | 25,000 | 89,588 | 25,000 | 54,857 CHF | 15,560 CHF | 100.00% | 100.00% |
02/07/2024 | 1.73% | 0.58 CHF | 0.59 CHF | 90,000 | 25,000 | 90,000 | 25,000 | 51,445 CHF | 14,540 CHF | 100.00% | 100.00% |