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 | 2.22% | 0.46 CHF | 0.47 CHF | 60,000 | 60,000 | 33,073 | 33,073 | 15,109 CHF | 15,440 CHF | 100.00% | 100.00% |
12/07/2024 | 1.86% | 0.49 CHF | 0.50 CHF | 60,000 | 60,000 | 33,290 | 33,290 | 17,906 CHF | 18,240 CHF | 99.94% | 99.94% |
11/07/2024 | 1.85% | 0.54 CHF | 0.55 CHF | 60,000 | 60,000 | 32,811 | 32,811 | 18,249 CHF | 18,581 CHF | 99.43% | 99.43% |
10/07/2024 | 1.65% | 0.59 CHF | 0.60 CHF | 65,000 | 65,000 | 35,425 | 35,425 | 21,539 CHF | 21,894 CHF | 99.84% | 99.84% |
09/07/2024 | 1.54% | 0.67 CHF | 0.68 CHF | 65,000 | 65,000 | 35,983 | 35,983 | 23,750 CHF | 24,111 CHF | 99.66% | 99.66% |
08/07/2024 | 1.53% | 0.68 CHF | 0.69 CHF | 65,000 | 65,000 | 35,884 | 35,884 | 23,948 CHF | 24,309 CHF | 100.00% | 100.00% |
05/07/2024 | 1.60% | 0.60 CHF | 0.61 CHF | 65,000 | 65,000 | 35,849 | 35,849 | 22,579 CHF | 22,939 CHF | 99.53% | 99.53% |
04/07/2024 | 1.48% | 0.66 CHF | 0.67 CHF | 33,000 | 33,000 | 29,240 | 29,240 | 19,603 CHF | 19,895 CHF | 98.93% | 98.93% |
03/07/2024 | 1.35% | 0.67 CHF | 0.68 CHF | 65,000 | 65,000 | 35,269 | 35,269 | 26,086 CHF | 26,439 CHF | 98.22% | 98.22% |
02/07/2024 | 1.25% | 0.83 CHF | 0.84 CHF | 65,000 | 65,000 | 35,756 | 35,756 | 28,999 CHF | 29,357 CHF | 100.00% | 100.00% |