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 | 1.78% | 0.70 CHF | 0.71 CHF | 80,000 | 50,000 | 51,144 | 37,029 | 36,112 CHF | 26,665 CHF | 93.84% | 93.84% |
12/07/2024 | 1.47% | 0.71 CHF | 0.72 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 54,208 CHF | 34,380 CHF | 81.74% | 81.74% |
11/07/2024 | 1.44% | 0.69 CHF | 0.70 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 55,154 CHF | 34,971 CHF | 83.80% | 83.80% |
10/07/2024 | 1.33% | 0.68 CHF | 0.69 CHF | 80,000 | 50,000 | 71,380 | 50,000 | 53,171 CHF | 37,789 CHF | 98.55% | 98.55% |
09/07/2024 | 1.27% | 0.80 CHF | 0.81 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 54,882 CHF | 39,701 CHF | 100.00% | 100.00% |
08/07/2024 | 1.29% | 0.78 CHF | 0.79 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 53,762 CHF | 38,901 CHF | 99.97% | 99.97% |
05/07/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 55,305 CHF | 40,003 CHF | 98.87% | 98.87% |
04/07/2024 | 1.98% | 0.84 CHF | 0.85 CHF | 60,000 | 50,000 | 27,842 | 26,857 | 22,900 CHF | 22,506 CHF | 100.00% | 100.00% |
03/07/2024 | 1.91% | 0.82 CHF | 0.83 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 20,636 CHF | 21,035 CHF | 99.73% | 99.73% |
02/07/2024 | 1.99% | 0.80 CHF | 0.81 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 20,537 CHF | 20,949 CHF | 98.57% | 98.57% |