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 | 2.71% | 0.71 CHF | 0.72 CHF | 80,000 | 75,000 | 65,169 | 62,281 | 45,631 CHF | 44,708 CHF | 98.41% | 98.41% |
12/07/2024 | 2.34% | 0.72 CHF | 0.73 CHF | 75,000 | 75,000 | 79,235 | 75,000 | 55,886 CHF | 54,160 CHF | 96.58% | 96.58% |
11/07/2024 | 2.43% | 0.69 CHF | 0.71 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 52,928 CHF | 50,840 CHF | 99.15% | 99.15% |
10/07/2024 | 2.61% | 0.64 CHF | 0.65 CHF | 80,000 | 75,000 | 81,113 | 75,000 | 51,188 CHF | 48,596 CHF | 100.00% | 100.00% |
09/07/2024 | 2.39% | 0.62 CHF | 0.63 CHF | 90,000 | 75,000 | 80,791 | 75,000 | 50,984 CHF | 48,484 CHF | 100.00% | 100.00% |
08/07/2024 | 2.45% | 0.63 CHF | 0.65 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 51,105 CHF | 49,099 CHF | 100.00% | 100.00% |
05/07/2024 | 2.56% | 0.63 CHF | 0.65 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 51,714 CHF | 49,739 CHF | 99.62% | 99.62% |
04/07/2024 | 2.56% | 0.65 CHF | 0.67 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 52,382 CHF | 50,382 CHF | 100.00% | 100.00% |
03/07/2024 | 2.32% | 0.65 CHF | 0.66 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 51,716 CHF | 49,621 CHF | 99.73% | 99.73% |
02/07/2024 | 2.65% | 0.65 CHF | 0.67 CHF | 80,000 | 75,000 | 85,011 | 75,000 | 53,552 CHF | 48,604 CHF | 100.00% | 100.00% |