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 | 2.16% | 0.72 CHF | 0.74 CHF | 70,000 | 50,000 | 75,372 | 50,000 | 53,846 CHF | 36,518 CHF | 98.72% | 98.72% |
12/07/2024 | 2.35% | 0.70 CHF | 0.71 CHF | 80,000 | 50,000 | 79,516 | 50,000 | 56,211 CHF | 36,191 CHF | 99.38% | 99.38% |
11/07/2024 | 2.47% | 0.71 CHF | 0.73 CHF | 80,000 | 50,000 | 70,335 | 50,000 | 51,722 CHF | 37,697 CHF | 99.16% | 99.16% |
10/07/2024 | 2.10% | 0.74 CHF | 0.75 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 52,182 CHF | 38,064 CHF | 100.00% | 100.00% |
09/07/2024 | 2.07% | 0.77 CHF | 0.78 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 52,095 CHF | 37,991 CHF | 100.00% | 100.00% |
08/07/2024 | 2.14% | 0.73 CHF | 0.74 CHF | 70,000 | 50,000 | 70,609 | 50,000 | 51,331 CHF | 37,142 CHF | 100.00% | 100.00% |
05/07/2024 | 1.86% | 0.73 CHF | 0.74 CHF | 70,000 | 50,000 | 72,268 | 50,000 | 51,974 CHF | 36,647 CHF | 99.62% | 99.62% |
04/07/2024 | 2.18% | 0.73 CHF | 0.74 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 50,791 CHF | 37,078 CHF | 100.00% | 100.00% |
03/07/2024 | 2.00% | 0.73 CHF | 0.75 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 52,128 CHF | 37,985 CHF | 99.73% | 99.73% |
02/07/2024 | 2.36% | 0.77 CHF | 0.79 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 53,342 CHF | 39,011 CHF | 100.00% | 100.00% |