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 | 2.96% | 0.77 CHF | 0.80 CHF | 25,000 | 25,000 | 27,479 | 26,377 | 21,079 CHF | 20,824 CHF | 98.73% | 98.73% |
12/07/2024 | 1.89% | 0.75 CHF | 0.76 CHF | 70,000 | 50,000 | 74,205 | 50,000 | 53,053 CHF | 36,481 CHF | 99.38% | 99.38% |
11/07/2024 | 1.75% | 0.74 CHF | 0.75 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 53,052 CHF | 38,564 CHF | 98.64% | 98.64% |
10/07/2024 | 1.79% | 0.75 CHF | 0.76 CHF | 70,000 | 50,000 | 76,068 | 50,000 | 54,267 CHF | 36,384 CHF | 100.00% | 100.00% |
09/07/2024 | 1.65% | 0.76 CHF | 0.77 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 54,910 CHF | 39,872 CHF | 100.00% | 100.00% |
08/07/2024 | 1.74% | 0.78 CHF | 0.80 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 52,675 CHF | 38,284 CHF | 98.93% | 98.93% |
05/07/2024 | 1.59% | 0.74 CHF | 0.75 CHF | 70,000 | 50,000 | 70,039 | 50,000 | 52,674 CHF | 38,208 CHF | 57.32% | 57.32% |
04/07/2024 | 1.72% | 0.69 CHF | 0.71 CHF | 80,000 | 50,000 | 71,293 | 50,000 | 52,200 CHF | 37,300 CHF | 71.69% | 71.69% |
03/07/2024 | 1.79% | 0.72 CHF | 0.73 CHF | 70,000 | 50,000 | 72,364 | 50,000 | 52,375 CHF | 36,883 CHF | 66.98% | 66.98% |
02/07/2024 | 1.83% | 0.71 CHF | 0.73 CHF | 80,000 | 50,000 | 79,897 | 50,000 | 54,206 CHF | 34,553 CHF | 96.25% | 96.25% |