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 | 1.89% | 0.53 CHF | 0.54 CHF | 83,953 | 50,000 | 83,461 | 50,000 | 47,065 CHF | 28,738 CHF | 98.61% | 98.61% |
12/07/2024 | 2.47% | 0.52 CHF | 0.53 CHF | 84,220 | 50,000 | 84,271 | 50,000 | 43,814 CHF | 26,647 CHF | 99.38% | 99.38% |
11/07/2024 | 2.54% | 0.53 CHF | 0.55 CHF | 83,915 | 50,000 | 83,691 | 50,000 | 47,539 CHF | 29,141 CHF | 74.32% | 74.32% |
10/07/2024 | 2.12% | 0.67 CHF | 0.68 CHF | 80,000 | 50,000 | 79,838 | 50,000 | 53,862 CHF | 34,460 CHF | 100.00% | 100.00% |
09/07/2024 | 1.58% | 0.68 CHF | 0.70 CHF | 80,000 | 50,000 | 77,337 | 50,000 | 54,323 CHF | 35,712 CHF | 100.00% | 100.00% |
08/07/2024 | 1.52% | 0.68 CHF | 0.69 CHF | 80,000 | 50,000 | 78,156 | 50,000 | 54,477 CHF | 35,424 CHF | 100.00% | 100.00% |
05/07/2024 | 2.06% | 0.66 CHF | 0.67 CHF | 80,000 | 50,000 | 80,154 | 50,000 | 53,385 CHF | 33,997 CHF | 48.09% | 48.09% |
04/07/2024 | 1.93% | 0.68 CHF | 0.69 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 54,218 CHF | 34,545 CHF | 98.96% | 98.96% |
03/07/2024 | 2.31% | 0.63 CHF | 0.64 CHF | 83,424 | 50,000 | 84,246 | 50,000 | 48,285 CHF | 29,333 CHF | 77.31% | 77.31% |
02/07/2024 | 3.37% | 0.48 CHF | 0.49 CHF | 85,843 | 50,000 | 86,468 | 50,000 | 38,019 CHF | 22,742 CHF | 100.00% | 100.00% |