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 | 2.44% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,223 CHF | 59,659 CHF | 94.58% | 94.58% |
12/07/2024 | 2.66% | 0.59 CHF | 0.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,877 CHF | 59,436 CHF | 98.38% | 98.38% |
11/07/2024 | 2.68% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,376 CHF | 62,013 CHF | 98.96% | 98.96% |
10/07/2024 | 2.48% | 0.69 CHF | 0.71 CHF | 80,000 | 75,000 | 75,593 | 75,000 | 56,537 CHF | 57,530 CHF | 100.00% | 100.00% |
09/07/2024 | 2.46% | 0.76 CHF | 0.78 CHF | 75,000 | 75,000 | 75,166 | 75,000 | 55,181 CHF | 56,432 CHF | 100.00% | 100.00% |
08/07/2024 | 2.54% | 0.75 CHF | 0.77 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 56,988 CHF | 58,454 CHF | 99.97% | 99.97% |
05/07/2024 | 2.42% | 0.80 CHF | 0.82 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 57,339 CHF | 58,744 CHF | 98.81% | 98.81% |
04/07/2024 | 2.63% | 0.75 CHF | 0.77 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 58,046 CHF | 59,592 CHF | 100.00% | 100.00% |
03/07/2024 | 2.37% | 0.84 CHF | 0.86 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 62,056 CHF | 63,542 CHF | 99.73% | 99.73% |
02/07/2024 | 2.24% | 0.83 CHF | 0.85 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 63,814 CHF | 65,261 CHF | 99.32% | 99.32% |