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 | 2.63% | 0.93 CHF | 0.96 CHF | 60,000 | 7,500 | 52,238 | 7,500 | 53,273 CHF | 7,869 CHF | 95.03% | 95.03% |
12/07/2024 | 2.53% | 1.06 CHF | 1.08 CHF | 50,000 | 7,500 | 50,000 | 7,500 | 54,187 CHF | 8,336 CHF | 99.01% | 99.01% |
11/07/2024 | 2.61% | 1.03 CHF | 1.05 CHF | 50,000 | 7,500 | 51,555 | 7,500 | 52,514 CHF | 7,851 CHF | 97.35% | 97.35% |
10/07/2024 | 3.16% | 0.87 CHF | 0.89 CHF | 60,000 | 7,500 | 62,411 | 7,500 | 52,416 CHF | 6,507 CHF | 100.00% | 100.00% |
09/07/2024 | 3.10% | 0.87 CHF | 0.89 CHF | 60,000 | 7,500 | 63,958 | 7,500 | 53,803 CHF | 6,516 CHF | 100.00% | 100.00% |
08/07/2024 | 2.61% | 0.84 CHF | 0.87 CHF | 60,000 | 7,500 | 65,968 | 7,500 | 54,769 CHF | 6,400 CHF | 99.80% | 99.80% |
05/07/2024 | 2.32% | 0.82 CHF | 0.83 CHF | 70,000 | 7,500 | 68,673 | 7,500 | 55,407 CHF | 6,198 CHF | 98.81% | 98.81% |
04/07/2024 | 2.10% | 0.78 CHF | 0.80 CHF | 70,000 | 7,500 | 70,652 | 7,500 | 54,106 CHF | 5,871 CHF | 100.00% | 100.00% |
03/07/2024 | 2.26% | 0.66 CHF | 0.67 CHF | 80,000 | 7,500 | 81,446 | 7,500 | 53,647 CHF | 5,060 CHF | 99.73% | 99.73% |
02/07/2024 | 2.66% | 0.63 CHF | 0.65 CHF | 80,000 | 7,500 | 85,305 | 7,500 | 53,149 CHF | 4,803 CHF | 100.00% | 100.00% |