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 | 1.28% | 0.75 CHF | 0.76 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 34,831 CHF | 35,281 CHF | 99.51% | 99.51% |
12/07/2024 | 1.30% | 0.70 CHF | 0.71 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 34,340 CHF | 34,790 CHF | 99.49% | 99.49% |
11/07/2024 | 1.37% | 0.73 CHF | 0.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 36,164 CHF | 36,664 CHF | 99.49% | 99.49% |
10/07/2024 | 1.49% | 0.68 CHF | 0.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 33,346 CHF | 33,846 CHF | 99.57% | 99.57% |
09/07/2024 | 1.54% | 0.66 CHF | 0.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 32,300 CHF | 32,800 CHF | 99.49% | 99.49% |
08/07/2024 | 1.63% | 0.62 CHF | 0.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 30,380 CHF | 30,880 CHF | 99.59% | 99.59% |
05/07/2024 | 1.58% | 0.63 CHF | 0.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 31,495 CHF | 31,995 CHF | 99.53% | 99.53% |
04/07/2024 | 1.48% | 0.65 CHF | 0.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 33,461 CHF | 33,961 CHF | 99.55% | 99.55% |
03/07/2024 | 1.41% | 0.66 CHF | 0.67 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 28,203 CHF | 28,603 CHF | 99.59% | 99.59% |
02/07/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 40,000 | 40,000 | 37,019 | 37,019 | 29,182 CHF | 29,552 CHF | 99.51% | 99.51% |