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 | 1.21% | 0.82 CHF | 0.83 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 61,553 CHF | 62,303 CHF | 98.72% | 98.72% |
12/07/2024 | 1.19% | 0.81 CHF | 0.82 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 62,555 CHF | 63,305 CHF | 98.47% | 98.47% |
11/07/2024 | 1.21% | 0.80 CHF | 0.81 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 61,486 CHF | 62,236 CHF | 99.09% | 99.09% |
10/07/2024 | 1.25% | 0.81 CHF | 0.82 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 59,430 CHF | 60,180 CHF | 100.00% | 100.00% |
09/07/2024 | 1.37% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 72,512 CHF | 73,512 CHF | 98.75% | 98.75% |
08/07/2024 | 1.42% | 0.69 CHF | 0.70 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 69,766 CHF | 70,766 CHF | 100.00% | 100.00% |
05/07/2024 | 1.45% | 0.68 CHF | 0.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 68,697 CHF | 69,697 CHF | 98.93% | 98.93% |
04/07/2024 | 1.46% | 0.69 CHF | 0.70 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 67,826 CHF | 68,826 CHF | 100.00% | 100.00% |
03/07/2024 | 1.53% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 64,851 CHF | 65,851 CHF | 97.92% | 97.92% |
02/07/2024 | 1.55% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 64,175 CHF | 65,175 CHF | 100.00% | 100.00% |