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 | 1.42% | 0.71 CHF | 0.72 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 55,813 CHF | 35,383 CHF | 97.50% | 97.50% |
12/07/2024 | 1.42% | 0.73 CHF | 0.74 CHF | 70,000 | 50,000 | 78,480 | 50,000 | 54,950 CHF | 35,542 CHF | 84.28% | 84.28% |
11/07/2024 | 1.52% | 0.68 CHF | 0.69 CHF | 80,000 | 50,000 | 80,044 | 50,000 | 52,278 CHF | 33,157 CHF | 99.52% | 99.52% |
10/07/2024 | 1.68% | 0.64 CHF | 0.65 CHF | 80,000 | 50,000 | 89,309 | 50,000 | 52,586 CHF | 30,053 CHF | 99.54% | 99.54% |
09/07/2024 | 1.59% | 0.62 CHF | 0.63 CHF | 90,000 | 50,000 | 85,870 | 50,000 | 53,650 CHF | 31,775 CHF | 99.57% | 99.57% |
08/07/2024 | 1.53% | 0.65 CHF | 0.66 CHF | 80,000 | 50,000 | 80,132 | 50,000 | 51,954 CHF | 32,920 CHF | 99.44% | 99.44% |
05/07/2024 | 1.43% | 0.65 CHF | 0.66 CHF | 80,000 | 50,000 | 79,021 | 50,000 | 54,743 CHF | 35,155 CHF | 97.77% | 97.77% |
04/07/2024 | 1.46% | 0.69 CHF | 0.70 CHF | 80,000 | 50,000 | 79,961 | 50,000 | 54,544 CHF | 34,608 CHF | 96.33% | 96.33% |
03/07/2024 | 1.53% | 0.65 CHF | 0.66 CHF | 80,000 | 50,000 | 80,112 | 50,000 | 52,043 CHF | 32,984 CHF | 95.88% | 95.88% |
02/07/2024 | 1.73% | 0.57 CHF | 0.58 CHF | 90,000 | 50,000 | 90,512 | 50,000 | 51,756 CHF | 29,097 CHF | 93.46% | 93.46% |