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 | 1.35% | 0.71 CHF | 0.72 CHF | 80,000 | 25,000 | 70,569 | 25,000 | 52,053 CHF | 18,696 CHF | 97.09% | 97.09% |
12/07/2024 | 1.96% | 0.82 CHF | 0.84 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 10,105 CHF | 10,304 CHF | 93.60% | 93.60% |
11/07/2024 | 1.06% | 0.94 CHF | 0.95 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 56,526 CHF | 23,802 CHF | 89.95% | 89.95% |
10/07/2024 | 1.06% | 0.91 CHF | 0.92 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 56,126 CHF | 23,636 CHF | 94.79% | 94.79% |
09/07/2024 | 1.03% | 0.95 CHF | 0.96 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 57,777 CHF | 24,324 CHF | 100.00% | 100.00% |
08/07/2024 | 1.08% | 0.93 CHF | 0.94 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 55,319 CHF | 23,300 CHF | 100.00% | 100.00% |
05/07/2024 | 1.12% | 0.90 CHF | 0.91 CHF | 60,000 | 25,000 | 59,543 | 24,880 | 53,242 CHF | 22,495 CHF | 98.87% | 98.87% |
04/07/2024 | 1.17% | 0.87 CHF | 0.88 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 51,101 CHF | 21,542 CHF | 100.00% | 100.00% |
03/07/2024 | 1.20% | 0.83 CHF | 0.84 CHF | 70,000 | 25,000 | 69,779 | 25,000 | 57,910 CHF | 20,999 CHF | 99.73% | 99.73% |
02/07/2024 | 1.21% | 0.83 CHF | 0.84 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 57,450 CHF | 20,768 CHF | 100.00% | 100.00% |