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 | 1.11% | 0.87 CHF | 0.88 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 53,686 CHF | 45,238 CHF | 99.71% | 99.71% |
12/07/2024 | 1.07% | 0.94 CHF | 0.95 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 55,926 CHF | 47,105 CHF | 99.01% | 99.01% |
11/07/2024 | 1.04% | 0.94 CHF | 0.95 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 57,374 CHF | 48,312 CHF | 99.09% | 99.09% |
10/07/2024 | 1.28% | 0.93 CHF | 0.94 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 55,472 CHF | 46,824 CHF | 100.00% | 100.00% |
09/07/2024 | 1.04% | 0.90 CHF | 0.91 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 57,441 CHF | 48,368 CHF | 100.00% | 100.00% |
08/07/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 60,000 | 50,000 | 56,723 | 50,000 | 55,891 CHF | 49,822 CHF | 100.00% | 100.00% |
05/07/2024 | 1.11% | 0.93 CHF | 0.94 CHF | 60,000 | 50,000 | 60,398 | 50,000 | 54,093 CHF | 45,303 CHF | 94.77% | 94.77% |
04/07/2024 | 1.17% | 0.83 CHF | 0.84 CHF | 70,000 | 50,000 | 61,443 | 50,000 | 52,293 CHF | 43,080 CHF | 100.00% | 100.00% |
03/07/2024 | 1.36% | 0.84 CHF | 0.85 CHF | 60,000 | 50,000 | 63,761 | 50,000 | 53,207 CHF | 42,326 CHF | 99.82% | 99.82% |
02/07/2024 | 1.22% | 0.85 CHF | 0.86 CHF | 60,000 | 50,000 | 69,081 | 50,000 | 56,497 CHF | 41,408 CHF | 100.00% | 100.00% |