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 | 1.75% | 0.56 CHF | 0.57 CHF | 90,000 | 50,000 | 93,239 | 50,000 | 52,777 CHF | 28,837 CHF | 99.72% | 99.72% |
12/07/2024 | 1.70% | 0.58 CHF | 0.59 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 52,483 CHF | 29,657 CHF | 99.01% | 99.01% |
11/07/2024 | 1.59% | 0.61 CHF | 0.62 CHF | 90,000 | 50,000 | 87,698 | 50,000 | 54,659 CHF | 31,683 CHF | 99.09% | 99.09% |
10/07/2024 | 1.60% | 0.63 CHF | 0.64 CHF | 80,000 | 50,000 | 88,524 | 50,000 | 54,956 CHF | 31,548 CHF | 100.00% | 100.00% |
09/07/2024 | 1.63% | 0.62 CHF | 0.63 CHF | 90,000 | 50,000 | 89,684 | 50,000 | 54,721 CHF | 31,011 CHF | 100.00% | 100.00% |
08/07/2024 | 1.55% | 0.63 CHF | 0.64 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 51,127 CHF | 32,455 CHF | 100.00% | 100.00% |
05/07/2024 | 1.51% | 0.65 CHF | 0.66 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 52,757 CHF | 33,473 CHF | 98.98% | 98.98% |
04/07/2024 | 1.53% | 0.65 CHF | 0.66 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 51,989 CHF | 32,993 CHF | 100.00% | 100.00% |
03/07/2024 | 1.53% | 0.63 CHF | 0.64 CHF | 80,000 | 50,000 | 80,320 | 50,000 | 52,220 CHF | 33,014 CHF | 100.00% | 100.00% |
02/07/2024 | 1.58% | 0.63 CHF | 0.64 CHF | 80,000 | 50,000 | 81,655 | 50,000 | 51,336 CHF | 31,944 CHF | 100.00% | 100.00% |