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 | 1.70% | 0.74 CHF | 0.75 CHF | 70,000 | 50,000 | 46,756 | 37,028 | 34,777 CHF | 28,055 CHF | 93.85% | 93.85% |
12/07/2024 | 1.41% | 0.74 CHF | 0.75 CHF | 70,000 | 50,000 | 78,191 | 50,000 | 55,139 CHF | 35,779 CHF | 81.74% | 81.74% |
11/07/2024 | 1.38% | 0.72 CHF | 0.73 CHF | 70,000 | 50,000 | 72,619 | 50,000 | 52,094 CHF | 36,385 CHF | 83.80% | 83.80% |
10/07/2024 | 1.27% | 0.71 CHF | 0.72 CHF | 80,000 | 50,000 | 70,078 | 50,000 | 55,013 CHF | 39,756 CHF | 98.55% | 98.55% |
09/07/2024 | 1.20% | 0.84 CHF | 0.85 CHF | 60,000 | 50,000 | 67,251 | 50,000 | 55,715 CHF | 41,959 CHF | 100.00% | 100.00% |
08/07/2024 | 1.23% | 0.82 CHF | 0.83 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 56,691 CHF | 40,994 CHF | 100.00% | 100.00% |
05/07/2024 | 1.19% | 0.84 CHF | 0.85 CHF | 60,000 | 50,000 | 64,428 | 50,000 | 53,775 CHF | 42,290 CHF | 98.35% | 98.35% |
04/07/2024 | 1.77% | 0.89 CHF | 0.90 CHF | 60,000 | 50,000 | 27,600 | 26,857 | 24,046 CHF | 23,794 CHF | 100.00% | 100.00% |
03/07/2024 | 1.84% | 0.86 CHF | 0.88 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 21,853 CHF | 22,259 CHF | 99.73% | 99.73% |
02/07/2024 | 1.85% | 0.84 CHF | 0.86 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 21,778 CHF | 22,183 CHF | 98.58% | 98.58% |