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 | 1.58% | 0.70 CHF | 0.72 CHF | 74,378 | 50,000 | 71,431 | 50,000 | 51,702 CHF | 36,785 CHF | 98.73% | 98.73% |
12/07/2024 | 1.45% | 0.73 CHF | 0.74 CHF | 70,000 | 50,000 | 74,446 | 50,000 | 52,085 CHF | 35,501 CHF | 78.19% | 78.19% |
11/07/2024 | 1.44% | 0.69 CHF | 0.70 CHF | 74,799 | 50,000 | 74,794 | 50,000 | 52,282 CHF | 35,460 CHF | 97.79% | 97.79% |
10/07/2024 | 1.59% | 0.70 CHF | 0.71 CHF | 74,716 | 50,000 | 73,108 | 50,000 | 52,102 CHF | 36,222 CHF | 94.12% | 94.12% |
09/07/2024 | 1.61% | 0.72 CHF | 0.73 CHF | 73,894 | 50,000 | 70,000 | 50,000 | 52,171 CHF | 37,869 CHF | 90.26% | 90.26% |
08/07/2024 | 1.43% | 0.70 CHF | 0.71 CHF | 75,515 | 50,000 | 75,016 | 50,000 | 52,327 CHF | 35,383 CHF | 100.00% | 100.00% |
05/07/2024 | 1.89% | 0.72 CHF | 0.73 CHF | 73,952 | 50,000 | 65,440 | 45,286 | 45,442 CHF | 31,988 CHF | 44.54% | 44.54% |
04/07/2024 | 1.62% | 0.63 CHF | 0.64 CHF | 80,573 | 50,000 | 81,487 | 50,000 | 50,157 CHF | 31,284 CHF | 90.84% | 90.84% |
03/07/2024 | 1.96% | 0.63 CHF | 0.64 CHF | 80,441 | 50,000 | 79,344 | 50,000 | 50,923 CHF | 32,731 CHF | 75.10% | 75.10% |
02/07/2024 | 2.21% | 0.64 CHF | 0.65 CHF | 80,000 | 50,000 | 81,633 | 50,000 | 50,093 CHF | 31,368 CHF | 63.13% | 63.13% |