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 | 0.59% | 1.62 CHF | 1.63 CHF | 40,000 | 20,000 | 31,728 | 20,000 | 53,645 CHF | 34,077 CHF | 97.10% | 97.10% |
12/07/2024 | 0.58% | 1.67 CHF | 1.68 CHF | 30,000 | 10,000 | 32,740 | 10,000 | 56,133 CHF | 17,321 CHF | 99.01% | 99.01% |
11/07/2024 | 0.57% | 1.80 CHF | 1.81 CHF | 30,000 | 20,000 | 30,124 | 20,000 | 52,354 CHF | 34,966 CHF | 99.08% | 99.08% |
10/07/2024 | 0.59% | 1.65 CHF | 1.66 CHF | 40,000 | 20,000 | 33,427 | 20,000 | 55,935 CHF | 33,729 CHF | 100.00% | 100.00% |
09/07/2024 | 0.57% | 1.69 CHF | 1.70 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 52,056 CHF | 34,904 CHF | 100.00% | 100.00% |
08/07/2024 | 0.56% | 1.71 CHF | 1.72 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 53,437 CHF | 17,912 CHF | 100.00% | 100.00% |
05/07/2024 | 0.55% | 1.81 CHF | 1.82 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 54,239 CHF | 36,359 CHF | 98.86% | 98.86% |
04/07/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 30,000 | 20,000 | 30,293 | 20,000 | 51,290 CHF | 34,070 CHF | 100.00% | 100.00% |
03/07/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 62,588 CHF | 31,494 CHF | 82.74% | 82.74% |
02/07/2024 | 0.70% | 1.50 CHF | 1.51 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 57,221 CHF | 28,810 CHF | 99.59% | 99.59% |