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 | 1.58% | 0.80 CHF | 0.81 CHF | 70,000 | 50,000 | 65,467 | 50,000 | 54,538 CHF | 42,401 CHF | 98.61% | 98.61% |
12/07/2024 | 1.81% | 0.79 CHF | 0.80 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 55,296 CHF | 40,219 CHF | 99.38% | 99.38% |
11/07/2024 | 1.50% | 0.81 CHF | 0.82 CHF | 70,000 | 50,000 | 63,174 | 50,000 | 53,497 CHF | 43,082 CHF | 98.84% | 98.84% |
10/07/2024 | 1.49% | 0.94 CHF | 0.96 CHF | 60,000 | 50,000 | 59,858 | 50,000 | 56,769 CHF | 48,135 CHF | 100.00% | 100.00% |
09/07/2024 | 1.43% | 0.96 CHF | 0.97 CHF | 60,000 | 50,000 | 59,419 | 50,000 | 57,874 CHF | 49,412 CHF | 100.00% | 100.00% |
08/07/2024 | 1.51% | 0.95 CHF | 0.96 CHF | 60,000 | 50,000 | 58,580 | 50,000 | 56,682 CHF | 49,163 CHF | 100.00% | 100.00% |
05/07/2024 | 1.23% | 0.93 CHF | 0.94 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 56,046 CHF | 47,280 CHF | 99.62% | 99.62% |
04/07/2024 | 1.26% | 0.95 CHF | 0.96 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 57,038 CHF | 48,134 CHF | 100.00% | 100.00% |
03/07/2024 | 1.32% | 0.90 CHF | 0.91 CHF | 60,000 | 50,000 | 62,337 | 50,000 | 53,255 CHF | 43,352 CHF | 99.73% | 99.73% |
02/07/2024 | 1.68% | 0.75 CHF | 0.76 CHF | 70,000 | 50,000 | 75,217 | 50,000 | 53,533 CHF | 36,249 CHF | 100.00% | 100.00% |