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 | 1.62% | 0.60 CHF | 0.61 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 36,822 CHF | 37,422 CHF | 100.00% | 100.00% |
12/07/2024 | 1.62% | 0.62 CHF | 0.63 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 36,669 CHF | 37,269 CHF | 100.00% | 100.00% |
11/07/2024 | 1.62% | 0.60 CHF | 0.61 CHF | 60,000 | 60,000 | 59,953 | 59,953 | 36,851 CHF | 37,451 CHF | 100.00% | 100.00% |
10/07/2024 | 1.69% | 0.60 CHF | 0.61 CHF | 60,000 | 60,000 | 60,203 | 60,203 | 35,281 CHF | 35,883 CHF | 100.00% | 100.00% |
09/07/2024 | 1.72% | 0.57 CHF | 0.58 CHF | 60,000 | 60,000 | 60,500 | 60,500 | 34,980 CHF | 35,585 CHF | 100.00% | 100.00% |
08/07/2024 | 1.67% | 0.58 CHF | 0.59 CHF | 60,000 | 60,000 | 60,214 | 60,214 | 35,662 CHF | 36,264 CHF | 100.00% | 100.00% |
05/07/2024 | 1.72% | 0.56 CHF | 0.57 CHF | 60,000 | 60,000 | 60,344 | 60,344 | 34,737 CHF | 35,341 CHF | 100.00% | 100.00% |
04/07/2024 | 1.68% | 0.59 CHF | 0.60 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 35,378 CHF | 35,978 CHF | 100.00% | 100.00% |
03/07/2024 | 1.76% | 0.56 CHF | 0.57 CHF | 60,000 | 60,000 | 61,916 | 61,916 | 34,876 CHF | 35,495 CHF | 100.00% | 100.00% |
02/07/2024 | 1.88% | 0.53 CHF | 0.54 CHF | 65,000 | 65,000 | 65,000 | 65,000 | 34,305 CHF | 34,955 CHF | 100.00% | 100.00% |