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 | 1.71% | 0.59 CHF | 0.60 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 34,724 CHF | 35,324 CHF | 100.00% | 100.00% |
12/07/2024 | 1.70% | 0.57 CHF | 0.58 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 34,955 CHF | 35,555 CHF | 100.00% | 100.00% |
11/07/2024 | 1.71% | 0.59 CHF | 0.60 CHF | 60,000 | 60,000 | 59,952 | 59,952 | 34,739 CHF | 35,339 CHF | 99.99% | 99.99% |
10/07/2024 | 1.64% | 0.60 CHF | 0.61 CHF | 60,000 | 60,000 | 60,203 | 60,203 | 36,426 CHF | 37,028 CHF | 100.00% | 100.00% |
09/07/2024 | 1.62% | 0.62 CHF | 0.63 CHF | 60,000 | 60,000 | 60,501 | 60,501 | 37,047 CHF | 37,652 CHF | 100.00% | 100.00% |
08/07/2024 | 1.66% | 0.61 CHF | 0.62 CHF | 60,000 | 60,000 | 60,214 | 60,214 | 35,964 CHF | 36,566 CHF | 100.00% | 100.00% |
05/07/2024 | 1.61% | 0.63 CHF | 0.64 CHF | 60,000 | 60,000 | 60,344 | 60,344 | 37,271 CHF | 37,874 CHF | 99.99% | 99.99% |
04/07/2024 | 1.64% | 0.60 CHF | 0.61 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 36,353 CHF | 36,953 CHF | 100.00% | 100.00% |
03/07/2024 | 1.57% | 0.63 CHF | 0.64 CHF | 60,000 | 60,000 | 61,916 | 61,916 | 39,135 CHF | 39,754 CHF | 100.00% | 100.00% |
02/07/2024 | 1.50% | 0.67 CHF | 0.68 CHF | 65,000 | 65,000 | 65,000 | 65,000 | 43,083 CHF | 43,733 CHF | 100.00% | 100.00% |