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 | 1.39% | 0.70 CHF | 0.71 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 43,014 CHF | 43,614 CHF | 100.00% | 100.00% |
12/07/2024 | 1.39% | 0.72 CHF | 0.73 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 42,894 CHF | 43,494 CHF | 99.99% | 99.99% |
11/07/2024 | 1.39% | 0.70 CHF | 0.71 CHF | 60,000 | 60,000 | 59,953 | 59,953 | 42,948 CHF | 43,548 CHF | 100.00% | 100.00% |
10/07/2024 | 1.44% | 0.70 CHF | 0.71 CHF | 60,000 | 60,000 | 60,203 | 60,203 | 41,405 CHF | 42,007 CHF | 100.00% | 100.00% |
09/07/2024 | 1.46% | 0.67 CHF | 0.68 CHF | 60,000 | 60,000 | 60,500 | 60,500 | 41,101 CHF | 41,706 CHF | 100.00% | 100.00% |
08/07/2024 | 1.43% | 0.68 CHF | 0.69 CHF | 60,000 | 60,000 | 60,214 | 60,214 | 41,885 CHF | 42,487 CHF | 100.00% | 100.00% |
05/07/2024 | 1.46% | 0.66 CHF | 0.67 CHF | 60,000 | 60,000 | 60,344 | 60,344 | 40,895 CHF | 41,498 CHF | 100.00% | 100.00% |
04/07/2024 | 1.44% | 0.70 CHF | 0.71 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 41,482 CHF | 42,082 CHF | 100.00% | 100.00% |
03/07/2024 | 1.49% | 0.66 CHF | 0.67 CHF | 60,000 | 60,000 | 61,916 | 61,916 | 41,171 CHF | 41,790 CHF | 100.00% | 100.00% |
02/07/2024 | 1.58% | 0.63 CHF | 0.64 CHF | 65,000 | 65,000 | 65,000 | 65,000 | 40,926 CHF | 41,576 CHF | 100.00% | 100.00% |