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 | 0.66% | 1.43 CHF | 1.44 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 60,289 CHF | 30,344 CHF | 97.09% | 97.09% |
12/07/2024 | 0.65% | 1.48 CHF | 1.49 CHF | 40,000 | 10,000 | 40,000 | 10,000 | 61,391 CHF | 15,448 CHF | 99.01% | 99.01% |
11/07/2024 | 0.64% | 1.62 CHF | 1.63 CHF | 40,000 | 20,000 | 39,930 | 20,000 | 61,933 CHF | 31,225 CHF | 99.05% | 99.05% |
10/07/2024 | 0.67% | 1.46 CHF | 1.47 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 59,567 CHF | 29,984 CHF | 100.00% | 100.00% |
09/07/2024 | 0.64% | 1.51 CHF | 1.52 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 61,991 CHF | 31,196 CHF | 100.00% | 100.00% |
08/07/2024 | 0.63% | 1.53 CHF | 1.54 CHF | 40,000 | 10,000 | 40,000 | 10,000 | 63,810 CHF | 16,053 CHF | 99.74% | 99.74% |
05/07/2024 | 0.61% | 1.62 CHF | 1.63 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 64,877 CHF | 32,638 CHF | 98.86% | 98.86% |
04/07/2024 | 0.66% | 1.52 CHF | 1.53 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 60,234 CHF | 30,317 CHF | 100.00% | 100.00% |
03/07/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 55,168 CHF | 27,784 CHF | 82.74% | 82.74% |
02/07/2024 | 0.80% | 1.32 CHF | 1.33 CHF | 40,000 | 20,000 | 46,624 | 20,000 | 57,890 CHF | 25,097 CHF | 99.82% | 99.82% |