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 | 1.25% | 0.84 CHF | 0.86 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 63,927 CHF | 64,734 CHF | 99.70% | 99.70% |
12/07/2024 | 1.46% | 0.86 CHF | 0.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 64,106 CHF | 65,047 CHF | 99.01% | 99.01% |
11/07/2024 | 1.20% | 0.86 CHF | 0.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 62,117 CHF | 62,867 CHF | 99.08% | 99.08% |
10/07/2024 | 1.18% | 0.84 CHF | 0.85 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 63,117 CHF | 63,867 CHF | 100.00% | 100.00% |
09/07/2024 | 1.61% | 0.85 CHF | 0.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 67,230 CHF | 68,321 CHF | 100.00% | 100.00% |
08/07/2024 | 1.34% | 0.89 CHF | 0.91 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 66,561 CHF | 67,458 CHF | 100.00% | 100.00% |
05/07/2024 | 1.50% | 0.88 CHF | 0.89 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 66,993 CHF | 68,002 CHF | 96.57% | 96.57% |
04/07/2024 | 1.17% | 0.85 CHF | 0.86 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 63,678 CHF | 64,428 CHF | 100.00% | 100.00% |
03/07/2024 | 1.69% | 0.81 CHF | 0.82 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 61,423 CHF | 62,468 CHF | 100.00% | 100.00% |
02/07/2024 | 1.57% | 0.64 CHF | 0.65 CHF | 80,000 | 75,000 | 82,336 | 75,000 | 51,908 CHF | 48,064 CHF | 83.05% | 83.05% |