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 | 1.68% | 0.57 CHF | 0.58 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 53,026 CHF | 29,959 CHF | 98.72% | 98.72% |
12/07/2024 | 1.77% | 0.60 CHF | 0.61 CHF | 90,000 | 50,000 | 95,047 | 50,000 | 53,307 CHF | 28,579 CHF | 99.38% | 99.38% |
11/07/2024 | 1.89% | 0.56 CHF | 0.57 CHF | 90,000 | 75,000 | 99,348 | 75,000 | 52,217 CHF | 40,186 CHF | 99.15% | 99.15% |
10/07/2024 | 2.08% | 0.52 CHF | 0.53 CHF | 100,000 | 75,000 | 108,868 | 75,000 | 51,802 CHF | 36,469 CHF | 100.00% | 100.00% |
09/07/2024 | 1.90% | 0.48 CHF | 0.49 CHF | 110,000 | 75,000 | 100,065 | 75,000 | 52,202 CHF | 39,878 CHF | 100.00% | 100.00% |
08/07/2024 | 1.84% | 0.53 CHF | 0.54 CHF | 100,000 | 50,000 | 99,269 | 50,000 | 53,453 CHF | 27,431 CHF | 100.00% | 100.00% |
05/07/2024 | 1.64% | 0.57 CHF | 0.58 CHF | 90,000 | 50,000 | 89,685 | 50,000 | 54,138 CHF | 30,702 CHF | 99.62% | 99.62% |
04/07/2024 | 1.74% | 0.57 CHF | 0.58 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 51,343 CHF | 29,024 CHF | 100.00% | 100.00% |
03/07/2024 | 1.82% | 0.57 CHF | 0.58 CHF | 90,000 | 75,000 | 98,434 | 75,000 | 53,632 CHF | 41,636 CHF | 99.73% | 99.73% |
02/07/2024 | 1.97% | 0.51 CHF | 0.52 CHF | 100,000 | 50,000 | 101,396 | 50,000 | 51,003 CHF | 25,660 CHF | 95.88% | 95.88% |