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 | 1.48% | 0.68 CHF | 0.69 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 50,369 CHF | 51,119 CHF | 98.72% | 98.72% |
12/07/2024 | 1.45% | 0.65 CHF | 0.66 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 51,341 CHF | 52,091 CHF | 99.38% | 99.38% |
11/07/2024 | 1.39% | 0.68 CHF | 0.69 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 53,498 CHF | 54,248 CHF | 99.15% | 99.15% |
10/07/2024 | 1.32% | 0.74 CHF | 0.75 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 56,392 CHF | 57,142 CHF | 100.00% | 100.00% |
09/07/2024 | 1.36% | 0.77 CHF | 0.78 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 54,973 CHF | 55,723 CHF | 100.00% | 100.00% |
08/07/2024 | 1.36% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 54,670 CHF | 55,420 CHF | 96.30% | 96.30% |
05/07/2024 | 1.47% | 0.70 CHF | 0.71 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 50,787 CHF | 51,537 CHF | 99.62% | 99.62% |
04/07/2024 | 1.43% | 0.70 CHF | 0.71 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 52,141 CHF | 52,891 CHF | 100.00% | 100.00% |
03/07/2024 | 1.36% | 0.72 CHF | 0.73 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 54,793 CHF | 55,543 CHF | 99.73% | 99.73% |
02/07/2024 | 1.24% | 0.79 CHF | 0.80 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 60,093 CHF | 60,843 CHF | 100.00% | 100.00% |