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 | 2.82% | 0.60 CHF | 0.62 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 53,055 CHF | 30,318 CHF | 98.73% | 98.73% |
12/07/2024 | 3.02% | 0.57 CHF | 0.59 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 52,298 CHF | 29,944 CHF | 99.38% | 99.38% |
11/07/2024 | 2.72% | 0.59 CHF | 0.61 CHF | 90,000 | 50,000 | 89,746 | 50,000 | 54,742 CHF | 31,342 CHF | 99.16% | 99.16% |
10/07/2024 | 2.88% | 0.61 CHF | 0.63 CHF | 90,000 | 50,000 | 89,346 | 50,000 | 55,242 CHF | 31,821 CHF | 100.00% | 100.00% |
09/07/2024 | 2.67% | 0.64 CHF | 0.66 CHF | 80,000 | 50,000 | 88,465 | 50,000 | 54,712 CHF | 31,771 CHF | 100.00% | 100.00% |
08/07/2024 | 3.00% | 0.60 CHF | 0.62 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 53,981 CHF | 30,903 CHF | 100.00% | 100.00% |
05/07/2024 | 2.92% | 0.60 CHF | 0.62 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 53,273 CHF | 30,474 CHF | 99.62% | 99.62% |
04/07/2024 | 2.87% | 0.60 CHF | 0.62 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 53,838 CHF | 30,780 CHF | 100.00% | 100.00% |
03/07/2024 | 2.50% | 0.61 CHF | 0.62 CHF | 90,000 | 50,000 | 89,091 | 50,000 | 55,136 CHF | 31,734 CHF | 99.73% | 99.73% |
02/07/2024 | 2.54% | 0.64 CHF | 0.66 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 50,855 CHF | 32,601 CHF | 100.00% | 100.00% |