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 | 3.45% | 0.59 CHF | 0.62 CHF | 65,870 | 50,000 | 64,394 | 50,000 | 39,754 CHF | 31,963 CHF | 98.73% | 98.73% |
12/07/2024 | 3.45% | 0.62 CHF | 0.65 CHF | 64,237 | 50,000 | 65,740 | 50,000 | 39,134 CHF | 30,818 CHF | 99.38% | 99.38% |
11/07/2024 | 3.46% | 0.58 CHF | 0.60 CHF | 66,199 | 50,000 | 66,204 | 50,000 | 39,011 CHF | 30,500 CHF | 99.16% | 99.16% |
10/07/2024 | 3.36% | 0.59 CHF | 0.61 CHF | 66,208 | 50,000 | 65,692 | 50,000 | 39,771 CHF | 31,310 CHF | 100.00% | 100.00% |
09/07/2024 | 3.12% | 0.61 CHF | 0.63 CHF | 65,733 | 50,000 | 64,382 | 50,000 | 41,262 CHF | 33,069 CHF | 100.00% | 100.00% |
08/07/2024 | 3.39% | 0.59 CHF | 0.61 CHF | 67,203 | 50,000 | 66,740 | 50,000 | 39,257 CHF | 30,427 CHF | 94.52% | 94.52% |
05/07/2024 | 3.68% | 0.59 CHF | 0.61 CHF | 67,124 | 50,000 | 63,009 | 47,893 | 37,619 CHF | 29,638 CHF | 99.62% | 99.62% |
04/07/2024 | 2.30% | 0.50 CHF | 0.52 CHF | 71,916 | 50,000 | 72,850 | 50,000 | 36,157 CHF | 25,403 CHF | 100.00% | 100.00% |
03/07/2024 | 2.78% | 0.50 CHF | 0.52 CHF | 71,835 | 50,000 | 71,137 | 50,000 | 36,833 CHF | 26,634 CHF | 99.73% | 99.73% |
02/07/2024 | 2.00% | 0.52 CHF | 0.53 CHF | 71,691 | 50,000 | 72,794 | 50,000 | 36,172 CHF | 25,351 CHF | 100.00% | 100.00% |