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 | 3.05% | 0.66 CHF | 0.68 CHF | 80,000 | 50,000 | 79,918 | 50,000 | 54,479 CHF | 35,139 CHF | 98.99% | 98.99% |
12/07/2024 | 2.90% | 0.72 CHF | 0.74 CHF | 70,000 | 50,000 | 71,745 | 50,000 | 51,568 CHF | 37,012 CHF | 98.78% | 98.78% |
11/07/2024 | 2.71% | 0.72 CHF | 0.74 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 51,982 CHF | 38,152 CHF | 99.09% | 99.09% |
10/07/2024 | 2.82% | 0.72 CHF | 0.74 CHF | 70,000 | 50,000 | 75,529 | 50,000 | 53,917 CHF | 36,736 CHF | 100.00% | 100.00% |
09/07/2024 | 2.67% | 0.69 CHF | 0.71 CHF | 80,000 | 50,000 | 70,102 | 50,000 | 52,338 CHF | 38,343 CHF | 100.00% | 100.00% |
08/07/2024 | 2.58% | 0.77 CHF | 0.80 CHF | 70,000 | 50,000 | 70,082 | 50,000 | 54,240 CHF | 39,710 CHF | 100.00% | 100.00% |
05/07/2024 | 3.03% | 0.72 CHF | 0.74 CHF | 70,000 | 50,000 | 79,294 | 50,000 | 54,612 CHF | 35,526 CHF | 95.10% | 95.10% |
04/07/2024 | 3.29% | 0.63 CHF | 0.65 CHF | 80,000 | 50,000 | 80,027 | 50,000 | 51,883 CHF | 33,500 CHF | 100.00% | 100.00% |
03/07/2024 | 3.12% | 0.64 CHF | 0.66 CHF | 80,000 | 50,000 | 82,158 | 50,000 | 52,069 CHF | 32,712 CHF | 99.82% | 99.82% |
02/07/2024 | 3.23% | 0.65 CHF | 0.67 CHF | 80,000 | 50,000 | 87,107 | 50,000 | 53,876 CHF | 31,966 CHF | 100.00% | 100.00% |