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 | 1.88% | 0.62 CHF | 0.63 CHF | 90,000 | 50,000 | 88,720 | 50,000 | 52,495 CHF | 30,180 CHF | 99.71% | 99.71% |
12/07/2024 | 1.78% | 0.55 CHF | 0.56 CHF | 100,000 | 50,000 | 93,840 | 50,000 | 52,321 CHF | 28,395 CHF | 99.01% | 99.01% |
11/07/2024 | 2.38% | 0.55 CHF | 0.57 CHF | 100,000 | 50,000 | 99,831 | 50,000 | 53,282 CHF | 27,330 CHF | 99.09% | 99.09% |
10/07/2024 | 2.34% | 0.56 CHF | 0.57 CHF | 90,000 | 50,000 | 90,686 | 50,000 | 51,267 CHF | 28,943 CHF | 100.00% | 100.00% |
09/07/2024 | 1.86% | 0.59 CHF | 0.60 CHF | 90,000 | 50,000 | 99,099 | 50,000 | 52,891 CHF | 27,199 CHF | 100.00% | 100.00% |
08/07/2024 | 1.96% | 0.51 CHF | 0.52 CHF | 100,000 | 50,000 | 102,410 | 50,000 | 51,791 CHF | 25,822 CHF | 100.00% | 100.00% |
05/07/2024 | 1.97% | 0.57 CHF | 0.58 CHF | 90,000 | 50,000 | 88,254 | 50,000 | 52,691 CHF | 30,492 CHF | 98.86% | 98.86% |
04/07/2024 | 1.54% | 0.67 CHF | 0.68 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 51,567 CHF | 32,729 CHF | 100.00% | 100.00% |
03/07/2024 | 1.50% | 0.66 CHF | 0.67 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 52,797 CHF | 33,498 CHF | 99.82% | 99.82% |
02/07/2024 | 1.46% | 0.65 CHF | 0.66 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 54,428 CHF | 34,518 CHF | 100.00% | 100.00% |