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 | 1.60% | 0.64 CHF | 0.65 CHF | 80,000 | 50,000 | 86,574 | 50,000 | 53,497 CHF | 31,423 CHF | 98.52% | 98.52% |
12/07/2024 | 1.58% | 0.64 CHF | 0.65 CHF | 80,000 | 50,000 | 82,862 | 50,000 | 51,954 CHF | 31,874 CHF | 99.38% | 99.38% |
11/07/2024 | 1.58% | 0.64 CHF | 0.65 CHF | 80,000 | 50,000 | 83,687 | 50,000 | 52,623 CHF | 31,961 CHF | 99.15% | 99.15% |
10/07/2024 | 1.46% | 0.66 CHF | 0.67 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 54,496 CHF | 34,560 CHF | 100.00% | 100.00% |
09/07/2024 | 1.45% | 0.70 CHF | 0.71 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 54,836 CHF | 34,772 CHF | 100.00% | 100.00% |
08/07/2024 | 1.44% | 0.70 CHF | 0.71 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 55,100 CHF | 34,938 CHF | 100.00% | 100.00% |
05/07/2024 | 1.42% | 0.71 CHF | 0.72 CHF | 80,000 | 50,000 | 79,739 | 50,000 | 55,650 CHF | 35,399 CHF | 99.62% | 99.62% |
04/07/2024 | 1.42% | 0.69 CHF | 0.70 CHF | 80,000 | 50,000 | 79,965 | 50,000 | 55,787 CHF | 35,383 CHF | 100.00% | 100.00% |
03/07/2024 | 1.35% | 0.72 CHF | 0.73 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 51,338 CHF | 37,170 CHF | 99.73% | 99.73% |
02/07/2024 | 1.30% | 0.74 CHF | 0.75 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 53,680 CHF | 38,843 CHF | 100.00% | 100.00% |