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 | 1.36% | 0.71 CHF | 0.72 CHF | 80,000 | 50,000 | 70,666 | 50,000 | 51,610 CHF | 37,028 CHF | 98.52% | 98.52% |
12/07/2024 | 1.37% | 0.71 CHF | 0.72 CHF | 80,000 | 50,000 | 72,148 | 50,000 | 52,100 CHF | 36,626 CHF | 99.38% | 99.38% |
11/07/2024 | 1.37% | 0.71 CHF | 0.72 CHF | 80,000 | 50,000 | 71,501 | 50,000 | 51,674 CHF | 36,649 CHF | 99.16% | 99.16% |
10/07/2024 | 1.48% | 0.70 CHF | 0.71 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 53,630 CHF | 34,019 CHF | 100.00% | 100.00% |
09/07/2024 | 1.49% | 0.65 CHF | 0.66 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 53,385 CHF | 33,866 CHF | 100.00% | 100.00% |
08/07/2024 | 1.50% | 0.65 CHF | 0.66 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 53,007 CHF | 33,629 CHF | 100.00% | 100.00% |
05/07/2024 | 1.52% | 0.65 CHF | 0.66 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 52,385 CHF | 33,241 CHF | 99.62% | 99.62% |
04/07/2024 | 1.51% | 0.66 CHF | 0.67 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 52,533 CHF | 33,333 CHF | 100.00% | 100.00% |
03/07/2024 | 1.60% | 0.63 CHF | 0.64 CHF | 80,000 | 50,000 | 86,174 | 50,000 | 53,464 CHF | 31,541 CHF | 99.73% | 99.73% |
02/07/2024 | 1.68% | 0.62 CHF | 0.63 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 53,190 CHF | 30,050 CHF | 100.00% | 100.00% |