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 | 2.59% | 0.87 CHF | 0.89 CHF | 60,000 | 20,000 | 60,000 | 20,000 | 53,580 CHF | 18,330 CHF | 97.09% | 97.09% |
12/07/2024 | 2.72% | 0.94 CHF | 0.96 CHF | 60,000 | 20,000 | 59,926 | 20,000 | 53,448 CHF | 18,333 CHF | 67.82% | 67.82% |
11/07/2024 | 2.18% | 1.10 CHF | 1.12 CHF | 50,000 | 10,000 | 50,000 | 10,000 | 55,676 CHF | 11,381 CHF | 92.63% | 92.63% |
10/07/2024 | 2.18% | 1.20 CHF | 1.23 CHF | 50,000 | 10,000 | 50,000 | 10,000 | 58,029 CHF | 11,861 CHF | 70.78% | 70.78% |
09/07/2024 | 2.37% | 1.14 CHF | 1.17 CHF | 50,000 | 10,000 | 50,000 | 10,000 | 57,923 CHF | 11,862 CHF | 96.15% | 96.15% |
08/07/2024 | 2.15% | 1.12 CHF | 1.14 CHF | 50,000 | 20,000 | 50,000 | 20,000 | 56,649 CHF | 23,151 CHF | 90.19% | 90.19% |
05/07/2024 | 2.03% | 1.10 CHF | 1.12 CHF | 50,000 | 20,000 | 49,614 | 19,903 | 54,684 CHF | 22,386 CHF | 98.87% | 98.87% |
04/07/2024 | 2.08% | 1.09 CHF | 1.11 CHF | 50,000 | 20,000 | 50,000 | 20,000 | 54,247 CHF | 22,154 CHF | 99.56% | 99.56% |
03/07/2024 | 2.11% | 1.05 CHF | 1.07 CHF | 50,000 | 20,000 | 50,009 | 20,000 | 52,861 CHF | 21,592 CHF | 79.32% | 79.32% |
02/07/2024 | 2.42% | 0.93 CHF | 0.95 CHF | 59,549 | 20,000 | 59,940 | 20,000 | 53,721 CHF | 18,365 CHF | 92.97% | 92.97% |