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 | 1.71% | 0.65 CHF | 0.66 CHF | 71,214 | 50,000 | 69,672 | 50,000 | 46,891 CHF | 34,241 CHF | 98.73% | 98.73% |
12/07/2024 | 1.79% | 0.68 CHF | 0.69 CHF | 69,463 | 50,000 | 71,075 | 50,000 | 46,378 CHF | 33,223 CHF | 99.38% | 99.38% |
11/07/2024 | 1.72% | 0.64 CHF | 0.65 CHF | 71,554 | 50,000 | 71,392 | 50,000 | 46,030 CHF | 32,798 CHF | 99.16% | 99.16% |
10/07/2024 | 1.88% | 0.65 CHF | 0.66 CHF | 71,257 | 50,000 | 70,838 | 50,000 | 46,784 CHF | 33,656 CHF | 100.00% | 100.00% |
09/07/2024 | 1.80% | 0.66 CHF | 0.67 CHF | 70,839 | 50,000 | 69,407 | 50,000 | 48,008 CHF | 35,220 CHF | 100.00% | 100.00% |
08/07/2024 | 1.89% | 0.64 CHF | 0.66 CHF | 72,004 | 50,000 | 71,920 | 50,000 | 46,390 CHF | 32,870 CHF | 94.52% | 94.52% |
05/07/2024 | 1.84% | 0.64 CHF | 0.66 CHF | 72,078 | 50,000 | 67,682 | 47,893 | 44,193 CHF | 31,824 CHF | 99.62% | 99.62% |
04/07/2024 | 1.94% | 0.57 CHF | 0.58 CHF | 77,577 | 50,000 | 77,976 | 50,000 | 43,540 CHF | 28,470 CHF | 100.00% | 100.00% |
03/07/2024 | 1.71% | 0.57 CHF | 0.58 CHF | 76,972 | 50,000 | 76,320 | 50,000 | 44,144 CHF | 29,430 CHF | 99.73% | 99.73% |
02/07/2024 | 2.32% | 0.58 CHF | 0.59 CHF | 76,845 | 50,000 | 78,112 | 50,000 | 43,501 CHF | 28,500 CHF | 100.00% | 100.00% |