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 | 1.58% | 0.83 CHF | 0.84 CHF | 70,000 | 50,000 | 60,085 | 50,000 | 53,068 CHF | 44,868 CHF | 97.10% | 97.10% |
12/07/2024 | 1.58% | 0.88 CHF | 0.90 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 51,709 CHF | 43,776 CHF | 94.50% | 94.50% |
11/07/2024 | 1.62% | 0.90 CHF | 0.91 CHF | 60,000 | 50,000 | 60,432 | 50,000 | 52,234 CHF | 43,935 CHF | 98.89% | 98.89% |
10/07/2024 | 1.65% | 0.83 CHF | 0.84 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 57,067 CHF | 41,440 CHF | 100.00% | 100.00% |
09/07/2024 | 1.59% | 0.81 CHF | 0.83 CHF | 70,000 | 50,000 | 64,942 | 50,000 | 54,099 CHF | 42,371 CHF | 100.00% | 100.00% |
08/07/2024 | 1.55% | 0.86 CHF | 0.87 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 52,800 CHF | 44,685 CHF | 100.00% | 100.00% |
05/07/2024 | 1.53% | 0.87 CHF | 0.89 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 53,205 CHF | 45,019 CHF | 98.87% | 98.87% |
04/07/2024 | 1.39% | 0.99 CHF | 1.00 CHF | 60,000 | 50,000 | 59,950 | 50,000 | 58,284 CHF | 49,291 CHF | 100.00% | 100.00% |
03/07/2024 | 1.47% | 0.95 CHF | 0.96 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 56,021 CHF | 47,375 CHF | 99.73% | 99.73% |
02/07/2024 | 1.50% | 0.93 CHF | 0.95 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 54,392 CHF | 46,010 CHF | 100.00% | 100.00% |