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 | 1.08% | 0.92 CHF | 0.93 CHF | 60,000 | 20,000 | 60,000 | 20,000 | 55,303 CHF | 18,634 CHF | 93.15% | 93.15% |
12/07/2024 | 1.16% | 0.84 CHF | 0.85 CHF | 60,000 | 20,000 | 60,032 | 20,000 | 51,335 CHF | 17,303 CHF | 99.01% | 99.01% |
11/07/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 60,000 | 20,000 | 60,000 | 20,000 | 52,963 CHF | 17,855 CHF | 99.08% | 99.08% |
10/07/2024 | 1.10% | 0.91 CHF | 0.92 CHF | 60,000 | 20,000 | 60,000 | 20,000 | 54,497 CHF | 18,366 CHF | 100.00% | 100.00% |
09/07/2024 | 1.14% | 0.85 CHF | 0.86 CHF | 60,000 | 20,000 | 60,000 | 20,000 | 52,175 CHF | 17,592 CHF | 100.00% | 100.00% |
08/07/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 60,000 | 20,000 | 60,000 | 20,000 | 52,639 CHF | 17,746 CHF | 98.29% | 98.29% |
05/07/2024 | 1.11% | 0.88 CHF | 0.89 CHF | 60,000 | 20,000 | 60,000 | 20,000 | 53,852 CHF | 18,151 CHF | 93.65% | 93.65% |
04/07/2024 | 1.11% | 0.90 CHF | 0.91 CHF | 60,000 | 20,000 | 60,000 | 20,000 | 53,633 CHF | 18,078 CHF | 100.00% | 100.00% |
03/07/2024 | 1.18% | 0.87 CHF | 0.88 CHF | 60,000 | 25,000 | 63,121 | 25,000 | 53,331 CHF | 21,401 CHF | 99.73% | 99.73% |
02/07/2024 | 1.33% | 0.76 CHF | 0.77 CHF | 70,000 | 25,000 | 70,056 | 25,000 | 52,361 CHF | 18,936 CHF | 100.00% | 100.00% |