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 | 1.56% | 0.64 CHF | 0.65 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 95,716 CHF | 97,216 CHF | 100.00% | 100.00% |
12/07/2024 | 1.57% | 0.64 CHF | 0.65 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 94,507 CHF | 96,007 CHF | 100.00% | 100.00% |
11/07/2024 | 1.57% | 0.64 CHF | 0.65 CHF | 150,000 | 150,000 | 149,881 | 149,881 | 95,066 CHF | 96,566 CHF | 100.00% | 100.00% |
10/07/2024 | 1.57% | 0.63 CHF | 0.64 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 94,893 CHF | 96,393 CHF | 100.00% | 100.00% |
09/07/2024 | 1.57% | 0.63 CHF | 0.64 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 94,993 CHF | 96,493 CHF | 100.00% | 100.00% |
08/07/2024 | 1.58% | 0.63 CHF | 0.64 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 94,002 CHF | 95,502 CHF | 100.00% | 100.00% |
05/07/2024 | 1.69% | 0.61 CHF | 0.62 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 87,874 CHF | 89,374 CHF | 99.81% | 99.81% |
04/07/2024 | 1.72% | 0.56 CHF | 0.57 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 86,583 CHF | 88,083 CHF | 99.49% | 99.49% |
03/07/2024 | 1.64% | 0.61 CHF | 0.62 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 90,878 CHF | 92,378 CHF | 99.37% | 99.37% |
02/07/2024 | 1.69% | 0.60 CHF | 0.61 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 87,984 CHF | 89,484 CHF | 100.00% | 100.00% |