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 | 1.33% | 0.73 CHF | 0.74 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 52,453 CHF | 18,983 CHF | 97.10% | 97.10% |
12/07/2024 | 1.32% | 0.77 CHF | 0.78 CHF | 70,000 | 25,000 | 70,022 | 25,000 | 52,714 CHF | 19,071 CHF | 99.01% | 99.01% |
11/07/2024 | 1.27% | 0.79 CHF | 0.80 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 54,972 CHF | 19,883 CHF | 99.09% | 99.09% |
10/07/2024 | 1.30% | 0.77 CHF | 0.78 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 53,660 CHF | 19,414 CHF | 100.00% | 100.00% |
09/07/2024 | 1.27% | 0.77 CHF | 0.78 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 54,629 CHF | 19,761 CHF | 100.00% | 100.00% |
08/07/2024 | 1.22% | 0.80 CHF | 0.81 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 57,232 CHF | 20,690 CHF | 100.00% | 100.00% |
05/07/2024 | 1.19% | 0.84 CHF | 0.85 CHF | 60,000 | 25,000 | 64,460 | 25,000 | 53,730 CHF | 21,102 CHF | 61.81% | 61.81% |
04/07/2024 | 1.96% | 0.79 CHF | 0.80 CHF | 70,000 | 25,000 | 16,777 | 13,430 | 13,109 CHF | 10,699 CHF | 100.00% | 100.00% |
03/07/2024 | 1.94% | 0.81 CHF | 0.82 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 10,108 CHF | 10,306 CHF | 99.73% | 99.73% |
02/07/2024 | 2.24% | 0.77 CHF | 0.79 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 9,476 CHF | 9,691 CHF | 100.00% | 100.00% |