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 | 2.02% | 0.61 CHF | 0.62 CHF | 84,020 | 50,000 | 80,712 | 50,000 | 52,762 CHF | 33,368 CHF | 70.83% | 70.83% |
12/07/2024 | 1.84% | 0.60 CHF | 0.61 CHF | 84,269 | 50,000 | 84,297 | 50,000 | 50,602 CHF | 30,572 CHF | 75.16% | 75.16% |
11/07/2024 | 2.27% | 0.63 CHF | 0.64 CHF | 83,799 | 50,000 | 79,864 | 50,000 | 53,437 CHF | 34,230 CHF | 51.73% | 51.73% |
10/07/2024 | 1.86% | 0.75 CHF | 0.77 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 53,097 CHF | 38,635 CHF | 100.00% | 100.00% |
09/07/2024 | 1.77% | 0.77 CHF | 0.78 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 54,897 CHF | 39,912 CHF | 100.00% | 100.00% |
08/07/2024 | 1.88% | 0.76 CHF | 0.77 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 54,493 CHF | 39,663 CHF | 100.00% | 100.00% |
05/07/2024 | 1.45% | 0.74 CHF | 0.75 CHF | 70,000 | 50,000 | 70,882 | 50,000 | 52,756 CHF | 37,780 CHF | 99.62% | 99.62% |
04/07/2024 | 1.57% | 0.76 CHF | 0.77 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 53,244 CHF | 38,634 CHF | 100.00% | 100.00% |
03/07/2024 | 1.62% | 0.71 CHF | 0.72 CHF | 80,000 | 50,000 | 80,298 | 50,000 | 53,926 CHF | 34,139 CHF | 80.14% | 80.14% |
02/07/2024 | 2.26% | 0.56 CHF | 0.57 CHF | 85,865 | 50,000 | 86,478 | 50,000 | 45,213 CHF | 26,742 CHF | 100.00% | 100.00% |