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 | 1.42% | 0.69 CHF | 0.70 CHF | 80,000 | 50,000 | 78,008 | 50,000 | 54,614 CHF | 35,532 CHF | 98.73% | 98.73% |
12/07/2024 | 1.47% | 0.72 CHF | 0.73 CHF | 70,000 | 50,000 | 78,883 | 50,000 | 53,347 CHF | 34,344 CHF | 99.38% | 99.38% |
11/07/2024 | 1.55% | 0.68 CHF | 0.69 CHF | 80,000 | 75,000 | 80,690 | 75,000 | 51,702 CHF | 48,820 CHF | 99.16% | 99.16% |
10/07/2024 | 1.67% | 0.63 CHF | 0.64 CHF | 80,000 | 75,000 | 89,652 | 75,000 | 53,102 CHF | 45,184 CHF | 100.00% | 100.00% |
09/07/2024 | 1.56% | 0.60 CHF | 0.61 CHF | 90,000 | 75,000 | 83,554 | 75,000 | 53,074 CHF | 48,450 CHF | 100.00% | 100.00% |
08/07/2024 | 1.52% | 0.64 CHF | 0.65 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 52,107 CHF | 33,067 CHF | 100.00% | 100.00% |
05/07/2024 | 1.38% | 0.68 CHF | 0.69 CHF | 80,000 | 50,000 | 72,229 | 50,000 | 51,979 CHF | 36,540 CHF | 99.62% | 99.62% |
04/07/2024 | 1.45% | 0.69 CHF | 0.70 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 54,762 CHF | 34,726 CHF | 100.00% | 100.00% |
03/07/2024 | 1.51% | 0.69 CHF | 0.70 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 52,761 CHF | 50,214 CHF | 99.73% | 99.73% |
02/07/2024 | 1.60% | 0.63 CHF | 0.64 CHF | 80,000 | 50,000 | 87,514 | 50,000 | 54,154 CHF | 31,458 CHF | 100.00% | 100.00% |