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 | 1.23% | 0.79 CHF | 0.80 CHF | 70,000 | 25,000 | 69,890 | 25,000 | 56,477 CHF | 20,453 CHF | 97.09% | 97.09% |
12/07/2024 | 1.23% | 0.83 CHF | 0.84 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 56,717 CHF | 20,506 CHF | 99.01% | 99.01% |
11/07/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 60,000 | 25,000 | 62,542 | 25,000 | 52,702 CHF | 21,330 CHF | 99.09% | 99.09% |
10/07/2024 | 1.21% | 0.82 CHF | 0.83 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 57,693 CHF | 20,855 CHF | 100.00% | 100.00% |
09/07/2024 | 1.18% | 0.83 CHF | 0.84 CHF | 70,000 | 25,000 | 63,880 | 25,000 | 53,581 CHF | 21,235 CHF | 100.00% | 100.00% |
08/07/2024 | 1.13% | 0.86 CHF | 0.87 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 52,634 CHF | 22,181 CHF | 100.00% | 100.00% |
05/07/2024 | 1.11% | 0.90 CHF | 0.91 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 53,602 CHF | 22,584 CHF | 61.81% | 61.81% |
04/07/2024 | 2.01% | 0.85 CHF | 0.86 CHF | 60,000 | 25,000 | 16,033 | 13,430 | 13,460 CHF | 11,494 CHF | 100.00% | 100.00% |
03/07/2024 | 2.05% | 0.86 CHF | 0.88 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 10,826 CHF | 11,050 CHF | 99.73% | 99.73% |
02/07/2024 | 2.13% | 0.83 CHF | 0.85 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 10,215 CHF | 10,435 CHF | 100.00% | 100.00% |