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 | 1.87% | 0.68 CHF | 0.69 CHF | 80,000 | 50,000 | 72,915 | 50,000 | 52,997 CHF | 37,084 CHF | 97.01% | 97.01% |
12/07/2024 | 1.83% | 0.73 CHF | 0.74 CHF | 70,000 | 50,000 | 77,632 | 50,000 | 54,992 CHF | 36,094 CHF | 94.50% | 94.50% |
11/07/2024 | 1.94% | 0.74 CHF | 0.76 CHF | 70,000 | 50,000 | 77,062 | 50,000 | 54,729 CHF | 36,260 CHF | 98.99% | 98.99% |
10/07/2024 | 2.00% | 0.68 CHF | 0.69 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 53,332 CHF | 34,006 CHF | 100.00% | 100.00% |
09/07/2024 | 1.95% | 0.66 CHF | 0.68 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 54,736 CHF | 34,884 CHF | 100.00% | 100.00% |
08/07/2024 | 1.98% | 0.71 CHF | 0.72 CHF | 80,000 | 50,000 | 71,966 | 50,000 | 52,291 CHF | 37,080 CHF | 99.64% | 99.64% |
05/07/2024 | 2.05% | 0.72 CHF | 0.74 CHF | 70,000 | 50,000 | 71,478 | 50,000 | 52,387 CHF | 37,433 CHF | 98.87% | 98.87% |
04/07/2024 | 1.70% | 0.83 CHF | 0.84 CHF | 70,000 | 50,000 | 69,923 | 50,000 | 56,922 CHF | 41,403 CHF | 100.00% | 100.00% |
03/07/2024 | 1.74% | 0.79 CHF | 0.81 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 54,488 CHF | 39,603 CHF | 99.73% | 99.73% |
02/07/2024 | 1.94% | 0.78 CHF | 0.79 CHF | 70,000 | 50,000 | 70,347 | 50,000 | 52,951 CHF | 38,381 CHF | 100.00% | 100.00% |