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 | 3.08% | 0.74 CHF | 0.76 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 55,230 CHF | 40,681 CHF | 97.09% | 97.09% |
12/07/2024 | 3.08% | 0.79 CHF | 0.81 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 53,456 CHF | 39,378 CHF | 94.50% | 94.50% |
11/07/2024 | 3.06% | 0.80 CHF | 0.83 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 53,618 CHF | 39,486 CHF | 98.89% | 98.89% |
10/07/2024 | 3.25% | 0.72 CHF | 0.75 CHF | 70,000 | 50,000 | 76,318 | 50,000 | 54,255 CHF | 36,751 CHF | 100.00% | 100.00% |
09/07/2024 | 3.30% | 0.71 CHF | 0.73 CHF | 80,000 | 50,000 | 72,336 | 50,000 | 52,782 CHF | 37,743 CHF | 100.00% | 100.00% |
08/07/2024 | 3.03% | 0.76 CHF | 0.78 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 54,539 CHF | 40,153 CHF | 99.64% | 99.64% |
05/07/2024 | 2.98% | 0.77 CHF | 0.80 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 55,009 CHF | 40,479 CHF | 98.03% | 98.03% |
04/07/2024 | 2.66% | 0.89 CHF | 0.92 CHF | 60,000 | 50,000 | 60,389 | 50,000 | 53,051 CHF | 45,126 CHF | 100.00% | 100.00% |
03/07/2024 | 2.86% | 0.85 CHF | 0.88 CHF | 60,000 | 50,000 | 64,510 | 50,000 | 53,920 CHF | 43,048 CHF | 99.73% | 99.73% |
02/07/2024 | 2.89% | 0.84 CHF | 0.86 CHF | 60,000 | 50,000 | 68,383 | 50,000 | 55,128 CHF | 41,532 CHF | 99.28% | 99.28% |