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 | 2.18% | 0.46 CHF | 0.47 CHF | 60,000 | 60,000 | 33,073 | 33,073 | 15,385 CHF | 15,716 CHF | 100.00% | 100.00% |
12/07/2024 | 1.84% | 0.50 CHF | 0.51 CHF | 60,000 | 60,000 | 33,290 | 33,290 | 18,153 CHF | 18,487 CHF | 99.94% | 99.94% |
11/07/2024 | 1.83% | 0.55 CHF | 0.56 CHF | 60,000 | 60,000 | 32,816 | 32,816 | 18,489 CHF | 18,821 CHF | 99.43% | 99.43% |
10/07/2024 | 1.63% | 0.60 CHF | 0.61 CHF | 65,000 | 65,000 | 35,426 | 35,426 | 21,853 CHF | 22,208 CHF | 99.84% | 99.84% |
09/07/2024 | 1.52% | 0.67 CHF | 0.68 CHF | 65,000 | 65,000 | 35,983 | 35,983 | 23,990 CHF | 24,351 CHF | 99.66% | 99.66% |
08/07/2024 | 1.51% | 0.69 CHF | 0.70 CHF | 65,000 | 65,000 | 35,885 | 35,885 | 24,204 CHF | 24,565 CHF | 100.00% | 100.00% |
05/07/2024 | 1.59% | 0.61 CHF | 0.62 CHF | 65,000 | 65,000 | 35,852 | 35,852 | 22,849 CHF | 23,209 CHF | 99.54% | 99.54% |
04/07/2024 | 1.46% | 0.67 CHF | 0.68 CHF | 33,000 | 33,000 | 29,240 | 29,240 | 19,804 CHF | 20,096 CHF | 98.94% | 98.94% |
03/07/2024 | 1.34% | 0.68 CHF | 0.69 CHF | 65,000 | 65,000 | 35,268 | 35,268 | 26,338 CHF | 26,691 CHF | 98.24% | 98.24% |
02/07/2024 | 1.24% | 0.83 CHF | 0.84 CHF | 65,000 | 65,000 | 35,756 | 35,756 | 29,209 CHF | 29,568 CHF | 100.00% | 100.00% |