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 | 1.07% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 70,162 CHF | 70,912 CHF | 86.36% | 86.36% |
12/07/2024 | 1.22% | 0.79 CHF | 0.80 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 61,026 CHF | 61,776 CHF | 98.82% | 98.82% |
11/07/2024 | 1.32% | 0.80 CHF | 0.81 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 56,336 CHF | 57,086 CHF | 97.46% | 97.46% |
10/07/2024 | 1.30% | 0.77 CHF | 0.78 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 57,280 CHF | 58,030 CHF | 95.12% | 95.12% |
09/07/2024 | 1.36% | 0.77 CHF | 0.78 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 54,876 CHF | 55,626 CHF | 98.61% | 98.61% |
08/07/2024 | 1.23% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 60,720 CHF | 61,470 CHF | 98.59% | 98.59% |
05/07/2024 | 1.34% | 0.83 CHF | 0.84 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 55,579 CHF | 56,329 CHF | 99.17% | 99.17% |
04/07/2024 | 1.32% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 56,671 CHF | 57,421 CHF | 99.18% | 99.18% |
03/07/2024 | 1.14% | 0.79 CHF | 0.80 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 65,673 CHF | 66,423 CHF | 98.45% | 98.45% |
02/07/2024 | 1.05% | 0.95 CHF | 0.96 CHF | 75,000 | 75,000 | 74,418 | 74,418 | 70,834 CHF | 71,578 CHF | 98.84% | 98.84% |