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 | 0.54% | 1.77 CHF | 1.78 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 55,396 CHF | 37,130 CHF | 97.10% | 97.10% |
12/07/2024 | 0.53% | 1.82 CHF | 1.83 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 56,213 CHF | 18,838 CHF | 99.01% | 99.01% |
11/07/2024 | 0.53% | 1.95 CHF | 1.96 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 56,667 CHF | 37,978 CHF | 99.08% | 99.08% |
10/07/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 54,860 CHF | 36,773 CHF | 100.00% | 100.00% |
09/07/2024 | 0.53% | 1.84 CHF | 1.85 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 56,619 CHF | 37,946 CHF | 100.00% | 100.00% |
08/07/2024 | 0.52% | 1.86 CHF | 1.87 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 58,026 CHF | 19,442 CHF | 99.97% | 99.97% |
05/07/2024 | 0.51% | 1.96 CHF | 1.97 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 58,790 CHF | 39,393 CHF | 98.86% | 98.86% |
04/07/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 55,305 CHF | 37,070 CHF | 100.00% | 100.00% |
03/07/2024 | 0.58% | 1.71 CHF | 1.72 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 51,441 CHF | 34,494 CHF | 82.74% | 82.74% |
02/07/2024 | 0.63% | 1.65 CHF | 1.66 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 63,230 CHF | 31,815 CHF | 100.00% | 100.00% |