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 | 2.48% | 0.56 CHF | 0.57 CHF | 90,000 | 50,000 | 85,995 | 50,000 | 52,472 CHF | 31,335 CHF | 97.09% | 97.09% |
12/07/2024 | 2.30% | 0.61 CHF | 0.62 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 52,892 CHF | 30,068 CHF | 94.50% | 94.50% |
11/07/2024 | 2.22% | 0.63 CHF | 0.64 CHF | 80,000 | 50,000 | 88,722 | 50,000 | 52,347 CHF | 30,207 CHF | 98.96% | 98.96% |
10/07/2024 | 2.50% | 0.55 CHF | 0.57 CHF | 100,000 | 50,000 | 98,851 | 50,000 | 53,502 CHF | 27,758 CHF | 100.00% | 100.00% |
09/07/2024 | 2.53% | 0.54 CHF | 0.55 CHF | 100,000 | 50,000 | 93,914 | 50,000 | 52,496 CHF | 28,697 CHF | 100.00% | 100.00% |
08/07/2024 | 2.33% | 0.58 CHF | 0.60 CHF | 90,000 | 50,000 | 88,650 | 50,000 | 53,694 CHF | 31,020 CHF | 99.84% | 99.84% |
05/07/2024 | 2.36% | 0.60 CHF | 0.61 CHF | 90,000 | 50,000 | 87,331 | 50,000 | 53,418 CHF | 31,345 CHF | 92.90% | 92.90% |
04/07/2024 | 1.91% | 0.71 CHF | 0.73 CHF | 80,000 | 50,000 | 78,153 | 50,000 | 54,704 CHF | 35,694 CHF | 100.00% | 100.00% |
03/07/2024 | 2.06% | 0.68 CHF | 0.69 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 52,868 CHF | 33,731 CHF | 99.73% | 99.73% |
02/07/2024 | 2.29% | 0.66 CHF | 0.68 CHF | 80,000 | 50,000 | 83,351 | 50,000 | 52,725 CHF | 32,405 CHF | 99.93% | 99.93% |