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 | 1.46% | 0.70 CHF | 0.71 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 40,812 CHF | 41,412 CHF | 100.00% | 100.00% |
12/07/2024 | 1.45% | 0.68 CHF | 0.69 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 41,045 CHF | 41,645 CHF | 100.00% | 100.00% |
11/07/2024 | 1.46% | 0.69 CHF | 0.70 CHF | 60,000 | 60,000 | 59,951 | 59,951 | 40,791 CHF | 41,391 CHF | 99.98% | 99.98% |
10/07/2024 | 1.41% | 0.70 CHF | 0.71 CHF | 60,000 | 60,000 | 60,202 | 60,202 | 42,534 CHF | 43,136 CHF | 99.99% | 99.99% |
09/07/2024 | 1.39% | 0.72 CHF | 0.73 CHF | 60,000 | 60,000 | 60,500 | 60,500 | 43,160 CHF | 43,765 CHF | 100.00% | 100.00% |
08/07/2024 | 1.42% | 0.71 CHF | 0.72 CHF | 60,000 | 60,000 | 60,214 | 60,214 | 42,076 CHF | 42,678 CHF | 100.00% | 100.00% |
05/07/2024 | 1.38% | 0.73 CHF | 0.74 CHF | 60,000 | 60,000 | 60,344 | 60,344 | 43,342 CHF | 43,946 CHF | 100.00% | 100.00% |
04/07/2024 | 1.40% | 0.70 CHF | 0.71 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 42,411 CHF | 43,011 CHF | 100.00% | 100.00% |
03/07/2024 | 1.36% | 0.73 CHF | 0.74 CHF | 60,000 | 60,000 | 61,917 | 61,917 | 45,372 CHF | 45,991 CHF | 100.00% | 100.00% |
02/07/2024 | 1.30% | 0.77 CHF | 0.78 CHF | 65,000 | 65,000 | 65,000 | 65,000 | 49,629 CHF | 50,279 CHF | 99.99% | 99.99% |