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 | 1.31% | 0.75 CHF | 0.76 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 53,055 CHF | 53,755 CHF | 99.82% | 99.82% |
12/07/2024 | 1.81% | 0.53 CHF | 0.54 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 32,842 CHF | 33,442 CHF | 100.00% | 100.00% |
11/07/2024 | 1.75% | 0.56 CHF | 0.57 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 34,006 CHF | 34,606 CHF | 100.00% | 100.00% |
10/07/2024 | 1.66% | 0.59 CHF | 0.60 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 35,904 CHF | 36,504 CHF | 100.00% | 100.00% |
09/07/2024 | 1.72% | 0.60 CHF | 0.61 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 34,608 CHF | 35,208 CHF | 100.00% | 100.00% |
08/07/2024 | 1.76% | 0.57 CHF | 0.58 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 33,799 CHF | 34,399 CHF | 100.00% | 100.00% |
05/07/2024 | 1.86% | 0.57 CHF | 0.58 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 37,302 CHF | 38,002 CHF | 100.00% | 100.00% |
04/07/2024 | 1.78% | 0.55 CHF | 0.56 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 33,334 CHF | 33,934 CHF | 100.00% | 100.00% |
03/07/2024 | 1.73% | 0.56 CHF | 0.57 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 34,401 CHF | 35,001 CHF | 100.00% | 100.00% |
02/07/2024 | 1.64% | 0.58 CHF | 0.59 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 36,306 CHF | 36,906 CHF | 100.00% | 100.00% |