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 | 1.93% | 0.72 CHF | 0.73 CHF | 70,000 | 50,000 | 79,815 | 50,000 | 54,425 CHF | 34,762 CHF | 98.61% | 98.61% |
12/07/2024 | 1.77% | 0.73 CHF | 0.74 CHF | 70,000 | 50,000 | 70,922 | 50,000 | 51,548 CHF | 37,003 CHF | 99.38% | 99.38% |
11/07/2024 | 2.18% | 0.71 CHF | 0.73 CHF | 80,000 | 50,000 | 79,139 | 50,000 | 53,058 CHF | 34,300 CHF | 99.00% | 99.00% |
10/07/2024 | 2.74% | 0.58 CHF | 0.59 CHF | 82,353 | 50,000 | 82,124 | 50,000 | 46,939 CHF | 29,365 CHF | 100.00% | 100.00% |
09/07/2024 | 2.05% | 0.57 CHF | 0.58 CHF | 82,047 | 50,000 | 81,748 | 50,000 | 44,995 CHF | 28,088 CHF | 100.00% | 100.00% |
08/07/2024 | 1.95% | 0.57 CHF | 0.59 CHF | 82,021 | 50,000 | 81,624 | 50,000 | 45,373 CHF | 28,337 CHF | 100.00% | 100.00% |
05/07/2024 | 2.58% | 0.60 CHF | 0.61 CHF | 82,451 | 50,000 | 82,200 | 50,000 | 48,860 CHF | 30,500 CHF | 99.62% | 99.62% |
04/07/2024 | 2.61% | 0.58 CHF | 0.59 CHF | 82,305 | 50,000 | 82,388 | 50,000 | 47,565 CHF | 29,628 CHF | 100.00% | 100.00% |
03/07/2024 | 2.18% | 0.63 CHF | 0.64 CHF | 80,000 | 50,000 | 79,349 | 50,000 | 53,359 CHF | 34,387 CHF | 99.73% | 99.73% |
02/07/2024 | 1.85% | 0.78 CHF | 0.79 CHF | 70,000 | 50,000 | 68,468 | 50,000 | 55,758 CHF | 41,512 CHF | 100.00% | 100.00% |