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 | 2.86% | 0.72 CHF | 0.74 CHF | 70,000 | 50,000 | 71,617 | 50,000 | 52,936 CHF | 38,065 CHF | 98.98% | 98.98% |
12/07/2024 | 2.60% | 0.78 CHF | 0.80 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 54,149 CHF | 39,696 CHF | 98.78% | 98.78% |
11/07/2024 | 2.57% | 0.78 CHF | 0.80 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 55,836 CHF | 40,920 CHF | 99.09% | 99.09% |
10/07/2024 | 2.70% | 0.77 CHF | 0.79 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 53,915 CHF | 39,565 CHF | 100.00% | 100.00% |
09/07/2024 | 2.68% | 0.75 CHF | 0.77 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 56,063 CHF | 41,132 CHF | 100.00% | 100.00% |
08/07/2024 | 2.47% | 0.83 CHF | 0.85 CHF | 70,000 | 50,000 | 66,792 | 50,000 | 55,218 CHF | 42,409 CHF | 100.00% | 100.00% |
05/07/2024 | 2.70% | 0.77 CHF | 0.79 CHF | 70,000 | 50,000 | 70,874 | 50,000 | 53,077 CHF | 38,501 CHF | 98.86% | 98.86% |
04/07/2024 | 2.82% | 0.69 CHF | 0.71 CHF | 80,000 | 50,000 | 75,805 | 50,000 | 53,837 CHF | 36,553 CHF | 100.00% | 100.00% |
03/07/2024 | 2.94% | 0.70 CHF | 0.72 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 55,807 CHF | 35,919 CHF | 99.82% | 99.82% |
02/07/2024 | 2.95% | 0.71 CHF | 0.73 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 54,669 CHF | 35,190 CHF | 100.00% | 100.00% |