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 | 1.63% | 0.63 CHF | 0.64 CHF | 80,000 | 50,000 | 80,251 | 50,000 | 52,064 CHF | 32,975 CHF | 99.72% | 99.72% |
12/07/2024 | 1.82% | 0.63 CHF | 0.64 CHF | 80,000 | 50,000 | 89,713 | 50,000 | 54,523 CHF | 30,950 CHF | 99.01% | 99.01% |
11/07/2024 | 1.89% | 0.59 CHF | 0.60 CHF | 90,000 | 50,000 | 95,554 | 50,000 | 53,760 CHF | 28,711 CHF | 99.09% | 99.09% |
10/07/2024 | 1.83% | 0.55 CHF | 0.56 CHF | 100,000 | 50,000 | 99,197 | 50,000 | 53,602 CHF | 27,526 CHF | 100.00% | 100.00% |
09/07/2024 | 1.86% | 0.54 CHF | 0.55 CHF | 100,000 | 50,000 | 91,903 | 50,000 | 53,751 CHF | 29,871 CHF | 100.00% | 100.00% |
08/07/2024 | 1.79% | 0.58 CHF | 0.59 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 53,065 CHF | 30,014 CHF | 100.00% | 100.00% |
05/07/2024 | 1.74% | 0.61 CHF | 0.62 CHF | 90,000 | 50,000 | 89,927 | 50,000 | 54,054 CHF | 30,583 CHF | 98.86% | 98.86% |
04/07/2024 | 1.78% | 0.56 CHF | 0.57 CHF | 90,000 | 50,000 | 94,832 | 50,000 | 52,643 CHF | 28,274 CHF | 100.00% | 100.00% |
03/07/2024 | 2.01% | 0.52 CHF | 0.53 CHF | 100,000 | 50,000 | 101,814 | 50,000 | 51,046 CHF | 25,589 CHF | 99.82% | 99.82% |
02/07/2024 | 2.12% | 0.49 CHF | 0.50 CHF | 110,000 | 50,000 | 112,212 | 50,000 | 52,329 CHF | 23,844 CHF | 77.05% | 77.05% |