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 | 2.18% | 0.85 CHF | 0.86 CHF | 60,000 | 50,000 | 64,677 | 50,000 | 54,063 CHF | 42,737 CHF | 98.72% | 98.72% |
12/07/2024 | 1.90% | 0.82 CHF | 0.84 CHF | 70,000 | 50,000 | 67,771 | 50,000 | 56,304 CHF | 42,350 CHF | 99.38% | 99.38% |
11/07/2024 | 1.79% | 0.84 CHF | 0.85 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 51,601 CHF | 43,775 CHF | 99.16% | 99.16% |
10/07/2024 | 1.95% | 0.86 CHF | 0.88 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 52,103 CHF | 44,273 CHF | 100.00% | 100.00% |
09/07/2024 | 1.93% | 0.89 CHF | 0.91 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 52,037 CHF | 44,210 CHF | 100.00% | 100.00% |
08/07/2024 | 2.09% | 0.85 CHF | 0.87 CHF | 60,000 | 50,000 | 60,041 | 50,000 | 50,986 CHF | 43,356 CHF | 100.00% | 100.00% |
05/07/2024 | 2.07% | 0.85 CHF | 0.87 CHF | 60,000 | 50,000 | 60,001 | 50,000 | 50,511 CHF | 42,974 CHF | 99.62% | 99.62% |
04/07/2024 | 2.03% | 0.85 CHF | 0.87 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 50,892 CHF | 43,280 CHF | 100.00% | 100.00% |
03/07/2024 | 1.79% | 0.86 CHF | 0.87 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 52,139 CHF | 44,234 CHF | 99.73% | 99.73% |
02/07/2024 | 1.83% | 0.89 CHF | 0.91 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 53,141 CHF | 45,101 CHF | 100.00% | 100.00% |