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 | 1.51% | 0.64 CHF | 0.65 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 52,757 CHF | 16,736 CHF | 99.72% | 99.72% |
12/07/2024 | 1.51% | 0.68 CHF | 0.69 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 52,666 CHF | 16,708 CHF | 99.01% | 99.01% |
11/07/2024 | 1.56% | 0.66 CHF | 0.67 CHF | 80,000 | 25,000 | 82,763 | 25,000 | 52,506 CHF | 16,125 CHF | 99.09% | 99.09% |
10/07/2024 | 1.65% | 0.62 CHF | 0.63 CHF | 90,000 | 25,000 | 90,000 | 25,000 | 54,217 CHF | 15,310 CHF | 100.00% | 100.00% |
09/07/2024 | 1.58% | 0.59 CHF | 0.60 CHF | 90,000 | 25,000 | 83,802 | 25,000 | 52,604 CHF | 15,973 CHF | 100.00% | 100.00% |
08/07/2024 | 1.56% | 0.63 CHF | 0.64 CHF | 80,000 | 25,000 | 80,134 | 25,000 | 51,124 CHF | 16,200 CHF | 100.00% | 100.00% |
05/07/2024 | 1.52% | 0.65 CHF | 0.66 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 52,333 CHF | 16,604 CHF | 98.98% | 98.98% |
04/07/2024 | 1.51% | 0.64 CHF | 0.65 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 52,554 CHF | 16,673 CHF | 100.00% | 100.00% |
03/07/2024 | 1.56% | 0.65 CHF | 0.66 CHF | 80,000 | 25,000 | 80,436 | 25,000 | 51,073 CHF | 16,126 CHF | 100.00% | 100.00% |
02/07/2024 | 1.67% | 0.60 CHF | 0.61 CHF | 90,000 | 25,000 | 90,000 | 25,000 | 53,481 CHF | 15,106 CHF | 100.00% | 100.00% |