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 | 2.41% | 0.67 CHF | 0.69 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 53,871 CHF | 17,245 CHF | 98.73% | 98.73% |
12/07/2024 | 2.44% | 0.66 CHF | 0.67 CHF | 80,000 | 25,000 | 80,730 | 25,000 | 51,857 CHF | 16,463 CHF | 99.38% | 99.38% |
11/07/2024 | 2.27% | 0.71 CHF | 0.73 CHF | 80,000 | 25,000 | 75,734 | 25,000 | 53,707 CHF | 18,157 CHF | 99.16% | 99.16% |
10/07/2024 | 2.35% | 0.70 CHF | 0.72 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 54,860 CHF | 17,552 CHF | 100.00% | 100.00% |
09/07/2024 | 2.36% | 0.65 CHF | 0.67 CHF | 80,000 | 25,000 | 79,228 | 25,000 | 54,884 CHF | 17,738 CHF | 100.00% | 100.00% |
08/07/2024 | 2.35% | 0.65 CHF | 0.67 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 54,791 CHF | 17,529 CHF | 99.79% | 99.79% |
05/07/2024 | 2.11% | 0.78 CHF | 0.80 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 55,685 CHF | 20,311 CHF | 99.62% | 99.62% |
04/07/2024 | 1.92% | 0.86 CHF | 0.88 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 51,824 CHF | 22,013 CHF | 100.00% | 100.00% |
03/07/2024 | 1.89% | 0.87 CHF | 0.88 CHF | 60,000 | 25,000 | 62,677 | 25,000 | 53,559 CHF | 21,810 CHF | 99.73% | 99.73% |
02/07/2024 | 2.05% | 0.79 CHF | 0.81 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 55,183 CHF | 20,116 CHF | 99.69% | 99.69% |