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 | 1.53% | 0.66 CHF | 0.67 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 38,861 CHF | 39,461 CHF | 100.00% | 100.00% |
12/07/2024 | 1.53% | 0.64 CHF | 0.65 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 39,002 CHF | 39,602 CHF | 100.00% | 100.00% |
11/07/2024 | 1.54% | 0.66 CHF | 0.67 CHF | 60,000 | 60,000 | 59,953 | 59,953 | 38,805 CHF | 39,405 CHF | 100.00% | 100.00% |
10/07/2024 | 1.48% | 0.66 CHF | 0.67 CHF | 60,000 | 60,000 | 60,202 | 60,202 | 40,456 CHF | 41,058 CHF | 100.00% | 100.00% |
09/07/2024 | 1.46% | 0.69 CHF | 0.70 CHF | 60,000 | 60,000 | 60,500 | 60,500 | 41,147 CHF | 41,752 CHF | 100.00% | 100.00% |
08/07/2024 | 1.49% | 0.68 CHF | 0.69 CHF | 60,000 | 60,000 | 60,214 | 60,214 | 40,030 CHF | 40,632 CHF | 100.00% | 100.00% |
05/07/2024 | 1.45% | 0.70 CHF | 0.71 CHF | 60,000 | 60,000 | 60,344 | 60,344 | 41,352 CHF | 41,955 CHF | 100.00% | 100.00% |
04/07/2024 | 1.48% | 0.67 CHF | 0.68 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 40,366 CHF | 40,966 CHF | 100.00% | 100.00% |
03/07/2024 | 1.42% | 0.70 CHF | 0.71 CHF | 60,000 | 60,000 | 61,917 | 61,917 | 43,297 CHF | 43,916 CHF | 100.00% | 100.00% |
02/07/2024 | 1.36% | 0.73 CHF | 0.74 CHF | 65,000 | 65,000 | 65,000 | 65,000 | 47,431 CHF | 48,081 CHF | 100.00% | 100.00% |