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 | 1.66% | 0.57 CHF | 0.58 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 53,641 CHF | 30,301 CHF | 99.78% | 99.78% |
12/07/2024 | 1.65% | 0.59 CHF | 0.60 CHF | 90,000 | 50,000 | 89,981 | 49,990 | 54,235 CHF | 30,631 CHF | 97.74% | 97.74% |
11/07/2024 | 2.19% | 0.58 CHF | 0.59 CHF | 90,000 | 50,000 | 85,168 | 47,584 | 51,559 CHF | 29,303 CHF | 97.08% | 97.08% |
10/07/2024 | 1.63% | 0.61 CHF | 0.62 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 54,685 CHF | 30,881 CHF | 100.00% | 100.00% |
09/07/2024 | 1.66% | 0.63 CHF | 0.64 CHF | 80,000 | 50,000 | 89,822 | 50,000 | 53,765 CHF | 30,432 CHF | 100.00% | 100.00% |
08/07/2024 | 1.73% | 0.59 CHF | 0.60 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 51,620 CHF | 29,178 CHF | 100.00% | 100.00% |
05/07/2024 | 1.74% | 0.54 CHF | 0.55 CHF | 100,000 | 50,000 | 92,368 | 49,985 | 52,582 CHF | 28,987 CHF | 90.82% | 90.82% |
04/07/2024 | 1.72% | 0.58 CHF | 0.59 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 51,880 CHF | 29,322 CHF | 96.33% | 96.33% |
03/07/2024 | 1.66% | 0.59 CHF | 0.60 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 53,789 CHF | 30,383 CHF | 98.06% | 98.06% |
02/07/2024 | 1.60% | 0.59 CHF | 0.60 CHF | 90,000 | 50,000 | 86,559 | 50,000 | 53,514 CHF | 31,444 CHF | 99.38% | 99.38% |