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 | 1.64% | 0.62 CHF | 0.63 CHF | 90,000 | 50,000 | 89,641 | 50,000 | 54,133 CHF | 30,700 CHF | 98.73% | 98.73% |
12/07/2024 | 1.57% | 0.59 CHF | 0.60 CHF | 90,000 | 50,000 | 81,926 | 50,000 | 51,804 CHF | 32,156 CHF | 99.38% | 99.38% |
11/07/2024 | 1.48% | 0.63 CHF | 0.64 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 53,526 CHF | 50,930 CHF | 99.15% | 99.15% |
10/07/2024 | 1.38% | 0.68 CHF | 0.69 CHF | 80,000 | 75,000 | 76,672 | 75,000 | 54,989 CHF | 54,566 CHF | 100.00% | 100.00% |
09/07/2024 | 1.47% | 0.71 CHF | 0.72 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 53,920 CHF | 51,300 CHF | 100.00% | 100.00% |
08/07/2024 | 1.51% | 0.67 CHF | 0.68 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 52,693 CHF | 33,433 CHF | 100.00% | 100.00% |
05/07/2024 | 1.68% | 0.63 CHF | 0.64 CHF | 80,000 | 50,000 | 88,629 | 50,000 | 52,275 CHF | 30,028 CHF | 99.62% | 99.62% |
04/07/2024 | 1.58% | 0.62 CHF | 0.63 CHF | 90,000 | 50,000 | 83,752 | 50,000 | 52,474 CHF | 31,844 CHF | 100.00% | 100.00% |
03/07/2024 | 1.52% | 0.63 CHF | 0.64 CHF | 80,000 | 75,000 | 80,330 | 75,000 | 52,454 CHF | 49,734 CHF | 99.73% | 99.73% |
02/07/2024 | 1.43% | 0.69 CHF | 0.70 CHF | 80,000 | 50,000 | 79,957 | 50,000 | 55,713 CHF | 35,340 CHF | 95.88% | 95.88% |