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 | 1.71% | 0.59 CHF | 0.60 CHF | 90,000 | 20,000 | 90,000 | 20,000 | 53,559 CHF | 12,107 CHF | 93.14% | 93.14% |
12/07/2024 | 1.90% | 0.53 CHF | 0.54 CHF | 100,000 | 20,000 | 99,982 | 20,000 | 53,708 CHF | 10,950 CHF | 97.14% | 97.14% |
11/07/2024 | 1.80% | 0.56 CHF | 0.57 CHF | 90,000 | 20,000 | 90,452 | 20,000 | 50,978 CHF | 11,478 CHF | 99.08% | 99.08% |
10/07/2024 | 1.72% | 0.59 CHF | 0.60 CHF | 90,000 | 20,000 | 90,000 | 20,000 | 52,768 CHF | 11,930 CHF | 100.00% | 100.00% |
09/07/2024 | 1.82% | 0.54 CHF | 0.55 CHF | 100,000 | 20,000 | 96,350 | 20,000 | 53,201 CHF | 11,255 CHF | 96.35% | 96.35% |
08/07/2024 | 1.78% | 0.56 CHF | 0.57 CHF | 90,000 | 20,000 | 94,330 | 20,000 | 52,477 CHF | 11,335 CHF | 93.65% | 93.65% |
05/07/2024 | 1.73% | 0.56 CHF | 0.57 CHF | 90,000 | 20,000 | 90,018 | 20,000 | 51,824 CHF | 11,715 CHF | 93.66% | 93.66% |
04/07/2024 | 1.75% | 0.57 CHF | 0.58 CHF | 90,000 | 20,000 | 90,000 | 20,000 | 51,302 CHF | 11,602 CHF | 100.00% | 100.00% |
03/07/2024 | 1.86% | 0.55 CHF | 0.56 CHF | 100,000 | 25,000 | 99,982 | 25,000 | 53,210 CHF | 13,555 CHF | 96.73% | 96.73% |
02/07/2024 | 2.17% | 0.47 CHF | 0.48 CHF | 110,000 | 25,000 | 113,772 | 25,000 | 51,735 CHF | 11,629 CHF | 96.53% | 96.53% |