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 | 1.81% | 0.56 CHF | 0.57 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 32,935 CHF | 33,535 CHF | 100.00% | 100.00% |
12/07/2024 | 1.79% | 0.54 CHF | 0.55 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 33,162 CHF | 33,762 CHF | 100.00% | 100.00% |
11/07/2024 | 1.81% | 0.56 CHF | 0.57 CHF | 60,000 | 60,000 | 59,952 | 59,952 | 32,955 CHF | 33,555 CHF | 99.98% | 99.98% |
10/07/2024 | 1.72% | 0.57 CHF | 0.58 CHF | 60,000 | 60,000 | 60,202 | 60,202 | 34,632 CHF | 35,234 CHF | 100.00% | 100.00% |
09/07/2024 | 1.70% | 0.59 CHF | 0.60 CHF | 60,000 | 60,000 | 60,500 | 60,500 | 35,239 CHF | 35,844 CHF | 100.00% | 100.00% |
08/07/2024 | 1.75% | 0.58 CHF | 0.59 CHF | 60,000 | 60,000 | 60,214 | 60,214 | 34,173 CHF | 34,775 CHF | 100.00% | 100.00% |
05/07/2024 | 1.69% | 0.60 CHF | 0.61 CHF | 60,000 | 60,000 | 60,344 | 60,344 | 35,465 CHF | 36,069 CHF | 99.99% | 99.99% |
04/07/2024 | 1.72% | 0.57 CHF | 0.58 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 34,561 CHF | 35,161 CHF | 100.00% | 100.00% |
03/07/2024 | 1.65% | 0.60 CHF | 0.61 CHF | 60,000 | 60,000 | 61,916 | 61,916 | 37,279 CHF | 37,899 CHF | 100.00% | 100.00% |
02/07/2024 | 1.57% | 0.64 CHF | 0.65 CHF | 65,000 | 65,000 | 65,000 | 65,000 | 41,136 CHF | 41,786 CHF | 100.00% | 100.00% |