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 | 2.22% | 0.66 CHF | 0.67 CHF | 80,000 | 50,000 | 87,319 | 50,000 | 52,632 CHF | 30,874 CHF | 97.04% | 97.04% |
12/07/2024 | 2.12% | 0.59 CHF | 0.60 CHF | 90,000 | 50,000 | 82,343 | 50,000 | 52,151 CHF | 32,373 CHF | 99.01% | 99.01% |
11/07/2024 | 2.27% | 0.60 CHF | 0.61 CHF | 90,000 | 50,000 | 82,551 | 50,000 | 52,403 CHF | 32,536 CHF | 99.00% | 99.00% |
10/07/2024 | 1.94% | 0.69 CHF | 0.70 CHF | 80,000 | 50,000 | 78,490 | 50,000 | 55,016 CHF | 35,751 CHF | 100.00% | 100.00% |
09/07/2024 | 1.96% | 0.71 CHF | 0.72 CHF | 80,000 | 50,000 | 79,719 | 50,000 | 54,405 CHF | 34,806 CHF | 100.00% | 100.00% |
08/07/2024 | 2.22% | 0.66 CHF | 0.67 CHF | 80,000 | 50,000 | 83,167 | 50,000 | 52,574 CHF | 32,365 CHF | 100.00% | 100.00% |
05/07/2024 | 2.27% | 0.65 CHF | 0.66 CHF | 80,000 | 50,000 | 84,666 | 50,000 | 53,245 CHF | 32,215 CHF | 98.87% | 98.87% |
04/07/2024 | 2.58% | 0.51 CHF | 0.53 CHF | 100,000 | 50,000 | 99,169 | 50,000 | 52,259 CHF | 27,057 CHF | 100.00% | 100.00% |
03/07/2024 | 2.42% | 0.56 CHF | 0.57 CHF | 90,000 | 50,000 | 90,827 | 50,000 | 52,353 CHF | 29,539 CHF | 99.73% | 99.73% |
02/07/2024 | 2.40% | 0.58 CHF | 0.59 CHF | 90,000 | 50,000 | 87,126 | 50,000 | 53,234 CHF | 31,342 CHF | 99.36% | 99.36% |