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 | 2.31% | 0.56 CHF | 0.57 CHF | 90,000 | 50,000 | 57,888 | 37,026 | 32,560 CHF | 21,402 CHF | 93.86% | 93.86% |
12/07/2024 | 1.87% | 0.56 CHF | 0.57 CHF | 90,000 | 50,000 | 99,889 | 50,000 | 52,934 CHF | 26,998 CHF | 81.73% | 81.73% |
11/07/2024 | 1.83% | 0.54 CHF | 0.55 CHF | 100,000 | 50,000 | 99,984 | 50,000 | 54,033 CHF | 27,521 CHF | 83.80% | 83.80% |
10/07/2024 | 1.66% | 0.54 CHF | 0.55 CHF | 100,000 | 50,000 | 90,953 | 50,000 | 54,527 CHF | 30,504 CHF | 98.55% | 98.55% |
09/07/2024 | 1.55% | 0.65 CHF | 0.66 CHF | 80,000 | 50,000 | 80,997 | 50,000 | 51,733 CHF | 32,448 CHF | 100.00% | 100.00% |
08/07/2024 | 1.59% | 0.63 CHF | 0.64 CHF | 80,000 | 50,000 | 85,776 | 50,000 | 53,352 CHF | 31,623 CHF | 100.00% | 100.00% |
05/07/2024 | 1.54% | 0.65 CHF | 0.66 CHF | 80,000 | 50,000 | 81,333 | 50,000 | 52,432 CHF | 32,754 CHF | 98.87% | 98.87% |
04/07/2024 | 2.26% | 0.69 CHF | 0.70 CHF | 80,000 | 50,000 | 29,085 | 26,857 | 19,699 CHF | 18,563 CHF | 100.00% | 100.00% |
03/07/2024 | 2.37% | 0.67 CHF | 0.69 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,985 CHF | 17,392 CHF | 99.73% | 99.73% |
02/07/2024 | 2.46% | 0.65 CHF | 0.67 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,924 CHF | 17,347 CHF | 98.57% | 98.57% |