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 | 1.87% | 0.59 CHF | 0.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 26,513 CHF | 27,013 CHF | 99.39% | 99.39% |
12/07/2024 | 1.80% | 0.67 CHF | 0.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 27,816 CHF | 28,316 CHF | 99.07% | 99.07% |
11/07/2024 | 1.57% | 0.61 CHF | 0.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 31,658 CHF | 32,158 CHF | 98.73% | 98.73% |
10/07/2024 | 1.32% | 0.73 CHF | 0.74 CHF | 50,000 | 50,000 | 40,044 | 40,048 | 30,091 CHF | 30,494 CHF | 95.45% | 95.45% |
09/07/2024 | 1.25% | 0.75 CHF | 0.76 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 19,939 CHF | 20,189 CHF | 99.03% | 99.03% |
08/07/2024 | 1.12% | 0.85 CHF | 0.86 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 22,185 CHF | 22,435 CHF | 99.23% | 99.23% |
05/07/2024 | 1.18% | 0.84 CHF | 0.85 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 21,107 CHF | 21,357 CHF | 99.39% | 99.39% |
04/07/2024 | 1.31% | 0.80 CHF | 0.81 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 18,955 CHF | 19,205 CHF | 99.39% | 99.39% |
03/07/2024 | 1.43% | 0.77 CHF | 0.78 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,377 CHF | 17,627 CHF | 98.64% | 98.64% |
02/07/2024 | 1.85% | 0.54 CHF | 0.55 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,448 CHF | 13,698 CHF | 99.06% | 99.06% |