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 | 1.45% | 0.69 CHF | 0.70 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 51,302 CHF | 52,052 CHF | 99.04% | 99.04% |
12/07/2024 | 1.51% | 0.68 CHF | 0.69 CHF | 75,000 | 75,000 | 96,085 | 96,085 | 62,907 CHF | 63,868 CHF | 98.80% | 98.80% |
11/07/2024 | 1.46% | 0.68 CHF | 0.69 CHF | 75,000 | 75,000 | 75,715 | 75,715 | 51,339 CHF | 52,096 CHF | 98.27% | 98.27% |
10/07/2024 | 1.50% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 80,669 | 80,669 | 53,355 CHF | 54,162 CHF | 95.11% | 95.11% |
09/07/2024 | 1.39% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 77,848 | 77,848 | 55,685 CHF | 56,463 CHF | 98.65% | 98.65% |
08/07/2024 | 1.29% | 0.75 CHF | 0.76 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 57,981 CHF | 58,731 CHF | 98.59% | 98.59% |
05/07/2024 | 1.27% | 0.81 CHF | 0.82 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 58,574 CHF | 59,324 CHF | 99.17% | 99.17% |
04/07/2024 | 1.30% | 0.76 CHF | 0.77 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 57,313 CHF | 58,063 CHF | 99.18% | 99.18% |
03/07/2024 | 1.35% | 0.77 CHF | 0.78 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 55,172 CHF | 55,922 CHF | 98.44% | 98.44% |
02/07/2024 | 1.40% | 0.72 CHF | 0.73 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 53,274 CHF | 54,024 CHF | 98.82% | 98.82% |