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 | 1.08% | 0.94 CHF | 0.95 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 83,256 CHF | 84,156 CHF | 99.06% | 99.09% |
12/07/2024 | 1.19% | 0.83 CHF | 0.84 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 74,936 CHF | 75,836 CHF | 99.57% | 99.57% |
11/07/2024 | 1.12% | 0.83 CHF | 0.84 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 70,978 CHF | 71,778 CHF | 99.51% | 99.51% |
10/07/2024 | 1.07% | 0.93 CHF | 0.94 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 65,363 CHF | 66,063 CHF | 99.57% | 99.57% |
09/07/2024 | 1.07% | 0.97 CHF | 0.98 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 74,539 CHF | 75,339 CHF | 99.55% | 99.55% |
08/07/2024 | 1.09% | 0.93 CHF | 0.94 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 72,988 CHF | 73,788 CHF | 99.49% | 99.49% |
05/07/2024 | 1.11% | 0.89 CHF | 0.90 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 71,991 CHF | 72,791 CHF | 99.49% | 99.49% |
04/07/2024 | 1.03% | 0.95 CHF | 0.96 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 67,343 CHF | 68,043 CHF | 99.51% | 99.51% |
03/07/2024 | 0.96% | 0.98 CHF | 0.99 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 72,803 CHF | 73,503 CHF | 99.58% | 99.58% |
02/07/2024 | 0.97% | 1.04 CHF | 1.05 CHF | 70,000 | 70,000 | 75,962 | 75,962 | 77,856 CHF | 78,615 CHF | 99.57% | 99.57% |