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 | 2.15% | 0.65 CHF | 0.66 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 53,166 CHF | 50,925 CHF | 98.73% | 98.73% |
12/07/2024 | 3.86% | 0.68 CHF | 0.71 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 24,805 CHF | 25,781 CHF | 99.38% | 99.38% |
11/07/2024 | 3.49% | 0.67 CHF | 0.69 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 27,131 CHF | 28,093 CHF | 98.60% | 98.60% |
10/07/2024 | 1.49% | 1.05 CHF | 1.06 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 76,084 CHF | 77,224 CHF | 100.00% | 100.00% |
09/07/2024 | 1.59% | 1.01 CHF | 1.03 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 74,561 CHF | 75,754 CHF | 100.00% | 100.00% |
08/07/2024 | 1.53% | 0.94 CHF | 0.96 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 72,601 CHF | 73,718 CHF | 100.00% | 100.00% |
05/07/2024 | 1.60% | 0.93 CHF | 0.94 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 70,442 CHF | 71,575 CHF | 99.62% | 99.62% |
04/07/2024 | 1.61% | 0.94 CHF | 0.95 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 70,644 CHF | 71,791 CHF | 100.00% | 100.00% |
03/07/2024 | 1.54% | 0.94 CHF | 0.95 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 69,082 CHF | 70,158 CHF | 99.73% | 99.73% |
02/07/2024 | 1.65% | 0.91 CHF | 0.93 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 65,904 CHF | 67,001 CHF | 100.00% | 100.00% |