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 | 2.91% | 0.98 CHF | 1.02 CHF | 60,000 | 50,000 | 50,768 | 50,000 | 56,726 CHF | 57,618 CHF | 95.18% | 95.18% |
12/07/2024 | 2.68% | 1.10 CHF | 1.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,876 CHF | 58,422 CHF | 99.01% | 99.01% |
11/07/2024 | 2.51% | 1.00 CHF | 1.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,191 CHF | 54,541 CHF | 89.84% | 89.84% |
10/07/2024 | 2.89% | 0.90 CHF | 0.92 CHF | 60,000 | 50,000 | 68,525 | 50,000 | 55,118 CHF | 41,465 CHF | 100.00% | 100.00% |
09/07/2024 | 2.78% | 0.80 CHF | 0.82 CHF | 70,000 | 50,000 | 65,122 | 50,000 | 53,922 CHF | 42,641 CHF | 99.65% | 99.65% |
08/07/2024 | 2.83% | 0.80 CHF | 0.82 CHF | 70,000 | 50,000 | 69,985 | 50,000 | 55,417 CHF | 40,730 CHF | 99.71% | 99.71% |
05/07/2024 | 2.99% | 0.74 CHF | 0.76 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 55,587 CHF | 40,909 CHF | 98.81% | 98.81% |
04/07/2024 | 2.73% | 0.81 CHF | 0.83 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 54,727 CHF | 40,171 CHF | 100.00% | 100.00% |
03/07/2024 | 3.01% | 0.70 CHF | 0.72 CHF | 80,000 | 50,000 | 76,115 | 50,000 | 54,098 CHF | 36,659 CHF | 99.63% | 99.63% |
02/07/2024 | 3.29% | 0.71 CHF | 0.73 CHF | 80,000 | 50,000 | 79,732 | 50,000 | 54,016 CHF | 35,013 CHF | 100.00% | 100.00% |