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 | 1.66% | 0.59 CHF | 0.60 CHF | 90,000 | 75,000 | 90,000 | 75,000 | 53,789 CHF | 45,574 CHF | 99.71% | 99.71% |
12/07/2024 | 1.77% | 0.57 CHF | 0.58 CHF | 90,000 | 75,000 | 92,354 | 75,000 | 51,785 CHF | 42,825 CHF | 99.01% | 99.01% |
11/07/2024 | 1.77% | 0.57 CHF | 0.58 CHF | 90,000 | 75,000 | 94,127 | 75,000 | 52,699 CHF | 42,774 CHF | 99.09% | 99.09% |
10/07/2024 | 1.80% | 0.56 CHF | 0.57 CHF | 90,000 | 75,000 | 96,966 | 75,000 | 53,394 CHF | 42,073 CHF | 100.00% | 100.00% |
09/07/2024 | 1.86% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,256 CHF | 54,256 CHF | 100.00% | 100.00% |
08/07/2024 | 1.85% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,659 CHF | 54,659 CHF | 85.61% | 85.61% |
05/07/2024 | 1.90% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,240 CHF | 53,240 CHF | 98.98% | 98.98% |
04/07/2024 | 1.98% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 102,410 | 100,000 | 51,300 CHF | 51,126 CHF | 100.00% | 100.00% |
03/07/2024 | 1.99% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 103,680 | 100,000 | 51,645 CHF | 50,842 CHF | 100.00% | 100.00% |
02/07/2024 | 2.13% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 110,874 | 100,000 | 51,579 CHF | 47,574 CHF | 100.00% | 100.00% |