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 | 1.60% | 0.61 CHF | 0.62 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 37,282 CHF | 37,882 CHF | 100.00% | 100.00% |
12/07/2024 | 1.60% | 0.63 CHF | 0.64 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 37,124 CHF | 37,724 CHF | 100.00% | 100.00% |
11/07/2024 | 1.60% | 0.61 CHF | 0.62 CHF | 60,000 | 60,000 | 59,955 | 59,955 | 37,187 CHF | 37,787 CHF | 100.00% | 100.00% |
10/07/2024 | 1.68% | 0.60 CHF | 0.61 CHF | 60,000 | 60,000 | 60,202 | 60,202 | 35,642 CHF | 36,244 CHF | 99.99% | 99.99% |
09/07/2024 | 1.70% | 0.58 CHF | 0.59 CHF | 60,000 | 60,000 | 60,500 | 60,500 | 35,355 CHF | 35,960 CHF | 100.00% | 100.00% |
08/07/2024 | 1.65% | 0.59 CHF | 0.60 CHF | 60,000 | 60,000 | 60,214 | 60,214 | 36,141 CHF | 36,744 CHF | 100.00% | 100.00% |
05/07/2024 | 1.70% | 0.57 CHF | 0.58 CHF | 60,000 | 60,000 | 60,343 | 60,343 | 35,240 CHF | 35,843 CHF | 99.99% | 99.99% |
04/07/2024 | 1.66% | 0.60 CHF | 0.61 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 35,812 CHF | 36,412 CHF | 100.00% | 100.00% |
03/07/2024 | 1.74% | 0.57 CHF | 0.58 CHF | 60,000 | 60,000 | 61,916 | 61,916 | 35,242 CHF | 35,861 CHF | 100.00% | 100.00% |
02/07/2024 | 1.85% | 0.53 CHF | 0.54 CHF | 65,000 | 65,000 | 65,000 | 65,000 | 34,782 CHF | 35,432 CHF | 100.00% | 100.00% |