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 | 1.64% | 0.64 CHF | 0.65 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 45,479 CHF | 46,229 CHF | 100.00% | 100.00% |
12/07/2024 | 1.57% | 0.59 CHF | 0.60 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 47,549 CHF | 48,299 CHF | 99.68% | 99.68% |
11/07/2024 | 1.52% | 0.66 CHF | 0.67 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 48,835 CHF | 49,585 CHF | 99.36% | 99.36% |
10/07/2024 | 1.45% | 0.65 CHF | 0.66 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 51,354 CHF | 52,104 CHF | 96.10% | 96.10% |
09/07/2024 | 1.39% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 53,784 CHF | 54,534 CHF | 99.66% | 99.66% |
08/07/2024 | 1.49% | 0.72 CHF | 0.73 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 49,891 CHF | 50,641 CHF | 99.85% | 99.85% |
05/07/2024 | 1.65% | 0.63 CHF | 0.64 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 45,111 CHF | 45,861 CHF | 100.00% | 100.00% |
04/07/2024 | 1.54% | 0.65 CHF | 0.66 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 48,247 CHF | 48,997 CHF | 100.00% | 100.00% |
03/07/2024 | 1.58% | 0.65 CHF | 0.66 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 47,170 CHF | 47,920 CHF | 99.25% | 99.25% |
02/07/2024 | 1.38% | 0.69 CHF | 0.70 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 54,181 CHF | 54,931 CHF | 99.66% | 99.66% |