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 | 1.52% | 0.63 CHF | 0.64 CHF | 80,000 | 50,000 | 80,139 | 50,000 | 52,266 CHF | 33,112 CHF | 99.76% | 99.76% |
12/07/2024 | 1.51% | 0.65 CHF | 0.66 CHF | 80,000 | 50,000 | 79,983 | 49,990 | 52,602 CHF | 33,377 CHF | 97.74% | 97.74% |
11/07/2024 | 1.93% | 0.63 CHF | 0.64 CHF | 80,000 | 50,000 | 76,367 | 47,910 | 50,434 CHF | 32,140 CHF | 96.34% | 96.34% |
10/07/2024 | 1.50% | 0.66 CHF | 0.67 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 53,034 CHF | 33,646 CHF | 100.00% | 100.00% |
09/07/2024 | 1.52% | 0.68 CHF | 0.69 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 52,291 CHF | 33,182 CHF | 100.00% | 100.00% |
08/07/2024 | 1.58% | 0.64 CHF | 0.65 CHF | 80,000 | 50,000 | 85,161 | 50,000 | 53,317 CHF | 31,823 CHF | 100.00% | 100.00% |
05/07/2024 | 1.59% | 0.59 CHF | 0.60 CHF | 90,000 | 50,000 | 83,098 | 49,985 | 51,776 CHF | 31,682 CHF | 91.79% | 91.79% |
04/07/2024 | 1.57% | 0.64 CHF | 0.65 CHF | 80,000 | 50,000 | 82,327 | 50,000 | 51,912 CHF | 32,044 CHF | 54.74% | 54.74% |
03/07/2024 | 1.52% | 0.65 CHF | 0.66 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 52,228 CHF | 33,143 CHF | 98.07% | 98.07% |
02/07/2024 | 1.48% | 0.65 CHF | 0.66 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 53,843 CHF | 34,152 CHF | 100.00% | 100.00% |