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 | 2.74% | 0.70 CHF | 0.72 CHF | 80,000 | 50,000 | 69,756 | 50,000 | 55,608 CHF | 41,030 CHF | 98.23% | 98.23% |
12/07/2024 | 2.71% | 0.83 CHF | 0.85 CHF | 70,000 | 50,000 | 69,998 | 50,000 | 55,547 CHF | 40,768 CHF | 94.00% | 94.00% |
11/07/2024 | 2.63% | 0.81 CHF | 0.83 CHF | 70,000 | 50,000 | 69,156 | 50,000 | 55,900 CHF | 41,511 CHF | 85.90% | 85.90% |
10/07/2024 | 2.83% | 0.78 CHF | 0.80 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 53,374 CHF | 39,216 CHF | 90.92% | 90.92% |
09/07/2024 | 2.53% | 0.83 CHF | 0.85 CHF | 70,000 | 50,000 | 63,566 | 50,000 | 53,283 CHF | 43,031 CHF | 98.72% | 98.72% |
08/07/2024 | 2.84% | 0.74 CHF | 0.76 CHF | 70,000 | 50,000 | 71,412 | 50,000 | 52,626 CHF | 37,943 CHF | 99.73% | 99.73% |
05/07/2024 | 2.96% | 0.69 CHF | 0.71 CHF | 80,000 | 50,000 | 72,907 | 50,000 | 52,714 CHF | 37,292 CHF | 99.62% | 99.62% |
04/07/2024 | 2.87% | 0.76 CHF | 0.78 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 52,458 CHF | 38,559 CHF | 98.35% | 98.35% |
03/07/2024 | 2.87% | 0.76 CHF | 0.78 CHF | 70,000 | 50,000 | 72,252 | 50,000 | 52,645 CHF | 37,543 CHF | 99.73% | 99.73% |
02/07/2024 | 3.37% | 0.71 CHF | 0.73 CHF | 80,000 | 50,000 | 84,140 | 50,000 | 53,526 CHF | 33,021 CHF | 97.85% | 97.85% |