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 | 1.61% | 0.60 CHF | 0.61 CHF | 90,000 | 50,000 | 87,464 | 50,000 | 53,896 CHF | 31,330 CHF | 98.52% | 98.52% |
12/07/2024 | 1.63% | 0.60 CHF | 0.61 CHF | 90,000 | 50,000 | 89,784 | 50,000 | 54,687 CHF | 30,957 CHF | 99.38% | 99.38% |
11/07/2024 | 1.63% | 0.60 CHF | 0.61 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 54,759 CHF | 30,922 CHF | 99.15% | 99.15% |
10/07/2024 | 1.78% | 0.58 CHF | 0.59 CHF | 90,000 | 50,000 | 97,266 | 50,000 | 54,011 CHF | 28,286 CHF | 100.00% | 100.00% |
09/07/2024 | 1.79% | 0.53 CHF | 0.54 CHF | 100,000 | 50,000 | 96,487 | 50,000 | 53,286 CHF | 28,128 CHF | 100.00% | 100.00% |
08/07/2024 | 1.80% | 0.54 CHF | 0.55 CHF | 100,000 | 50,000 | 98,324 | 50,000 | 54,147 CHF | 28,043 CHF | 100.00% | 100.00% |
05/07/2024 | 1.83% | 0.53 CHF | 0.54 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 54,203 CHF | 27,601 CHF | 99.62% | 99.62% |
04/07/2024 | 1.83% | 0.55 CHF | 0.56 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 54,235 CHF | 27,617 CHF | 100.00% | 100.00% |
03/07/2024 | 1.96% | 0.52 CHF | 0.53 CHF | 100,000 | 50,000 | 101,464 | 50,000 | 51,376 CHF | 25,830 CHF | 99.73% | 99.73% |
02/07/2024 | 2.09% | 0.50 CHF | 0.51 CHF | 100,000 | 50,000 | 108,562 | 50,000 | 51,520 CHF | 24,247 CHF | 100.00% | 100.00% |