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 | 1.36% | 0.74 CHF | 0.75 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 58,223 CHF | 59,023 CHF | 99.53% | 99.53% |
12/07/2024 | 1.42% | 0.69 CHF | 0.70 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 55,993 CHF | 56,793 CHF | 99.52% | 99.52% |
11/07/2024 | 1.39% | 0.69 CHF | 0.70 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 50,073 CHF | 50,773 CHF | 99.51% | 99.51% |
10/07/2024 | 1.31% | 0.76 CHF | 0.77 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 53,142 CHF | 53,842 CHF | 99.53% | 99.53% |
09/07/2024 | 1.29% | 0.78 CHF | 0.79 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 53,853 CHF | 54,553 CHF | 99.47% | 99.47% |
08/07/2024 | 1.32% | 0.77 CHF | 0.78 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 60,447 CHF | 61,247 CHF | 99.57% | 99.57% |
05/07/2024 | 1.33% | 0.73 CHF | 0.74 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 52,413 CHF | 53,113 CHF | 99.56% | 99.56% |
04/07/2024 | 1.31% | 0.75 CHF | 0.76 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 53,027 CHF | 53,727 CHF | 99.50% | 99.50% |
03/07/2024 | 1.27% | 0.75 CHF | 0.76 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 54,650 CHF | 55,350 CHF | 99.56% | 99.56% |
02/07/2024 | 1.27% | 0.78 CHF | 0.79 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 54,813 CHF | 55,513 CHF | 99.48% | 99.48% |