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 | 1.72% | 0.75 CHF | 0.77 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 55,965 CHF | 40,667 CHF | 97.09% | 97.09% |
12/07/2024 | 1.85% | 0.80 CHF | 0.82 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 54,780 CHF | 39,860 CHF | 94.50% | 94.50% |
11/07/2024 | 1.69% | 0.82 CHF | 0.83 CHF | 70,000 | 50,000 | 69,919 | 50,000 | 54,947 CHF | 39,965 CHF | 98.90% | 98.90% |
10/07/2024 | 1.85% | 0.75 CHF | 0.77 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 51,911 CHF | 37,773 CHF | 100.00% | 100.00% |
09/07/2024 | 1.82% | 0.74 CHF | 0.75 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 53,093 CHF | 38,622 CHF | 99.99% | 99.99% |
08/07/2024 | 1.70% | 0.78 CHF | 0.80 CHF | 70,000 | 50,000 | 69,703 | 50,000 | 55,935 CHF | 40,821 CHF | 100.00% | 100.00% |
05/07/2024 | 1.58% | 0.80 CHF | 0.81 CHF | 70,000 | 50,000 | 69,985 | 50,000 | 56,637 CHF | 41,110 CHF | 98.87% | 98.87% |
04/07/2024 | 1.60% | 0.90 CHF | 0.91 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 53,144 CHF | 45,004 CHF | 100.00% | 100.00% |
03/07/2024 | 1.62% | 0.87 CHF | 0.88 CHF | 60,000 | 50,000 | 60,357 | 50,000 | 51,407 CHF | 43,286 CHF | 99.73% | 99.73% |
02/07/2024 | 1.61% | 0.85 CHF | 0.87 CHF | 60,000 | 50,000 | 67,044 | 50,000 | 55,440 CHF | 42,069 CHF | 100.00% | 100.00% |