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 | 1.62% | 0.58 CHF | 0.59 CHF | 90,000 | 25,000 | 88,649 | 25,000 | 54,147 CHF | 15,529 CHF | 97.09% | 97.09% |
12/07/2024 | 2.40% | 0.69 CHF | 0.71 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 8,524 CHF | 8,730 CHF | 93.60% | 93.60% |
11/07/2024 | 1.22% | 0.82 CHF | 0.83 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 57,114 CHF | 20,648 CHF | 89.95% | 89.95% |
10/07/2024 | 1.23% | 0.79 CHF | 0.80 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 56,629 CHF | 20,475 CHF | 94.79% | 94.79% |
09/07/2024 | 1.19% | 0.82 CHF | 0.83 CHF | 70,000 | 25,000 | 64,577 | 25,000 | 53,979 CHF | 21,162 CHF | 100.00% | 100.00% |
08/07/2024 | 1.25% | 0.81 CHF | 0.82 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 55,677 CHF | 20,135 CHF | 100.00% | 100.00% |
05/07/2024 | 1.30% | 0.77 CHF | 0.78 CHF | 70,000 | 25,000 | 69,447 | 24,880 | 53,369 CHF | 19,368 CHF | 98.87% | 98.87% |
04/07/2024 | 1.37% | 0.74 CHF | 0.75 CHF | 70,000 | 25,000 | 70,812 | 25,000 | 51,338 CHF | 18,379 CHF | 100.00% | 100.00% |
03/07/2024 | 1.41% | 0.70 CHF | 0.71 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 56,174 CHF | 17,805 CHF | 99.73% | 99.73% |
02/07/2024 | 1.43% | 0.70 CHF | 0.71 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 55,493 CHF | 17,592 CHF | 100.00% | 100.00% |