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 | 1.05% | 0.87 CHF | 0.88 CHF | 60,000 | 20,000 | 60,000 | 20,000 | 56,791 CHF | 19,130 CHF | 97.10% | 97.10% |
12/07/2024 | 1.03% | 0.92 CHF | 0.93 CHF | 60,000 | 10,000 | 55,232 | 10,000 | 53,519 CHF | 9,838 CHF | 99.01% | 99.01% |
11/07/2024 | 1.01% | 1.06 CHF | 1.07 CHF | 50,000 | 20,000 | 56,640 | 20,000 | 55,875 CHF | 20,012 CHF | 99.08% | 99.08% |
10/07/2024 | 1.07% | 0.90 CHF | 0.91 CHF | 60,000 | 20,000 | 60,000 | 20,000 | 55,719 CHF | 18,773 CHF | 100.00% | 100.00% |
09/07/2024 | 1.01% | 0.94 CHF | 0.95 CHF | 60,000 | 20,000 | 55,423 | 20,000 | 54,615 CHF | 19,957 CHF | 100.00% | 100.00% |
08/07/2024 | 0.96% | 0.96 CHF | 0.97 CHF | 60,000 | 10,000 | 51,418 | 10,000 | 53,090 CHF | 10,442 CHF | 99.97% | 99.97% |
05/07/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 50,000 | 20,000 | 50,000 | 20,000 | 53,023 CHF | 21,409 CHF | 98.75% | 98.75% |
04/07/2024 | 1.05% | 0.96 CHF | 0.97 CHF | 60,000 | 20,000 | 60,000 | 20,000 | 56,700 CHF | 19,100 CHF | 100.00% | 100.00% |
03/07/2024 | 1.22% | 0.82 CHF | 0.83 CHF | 70,000 | 20,000 | 68,954 | 20,000 | 56,282 CHF | 16,532 CHF | 82.74% | 82.74% |
02/07/2024 | 1.43% | 0.76 CHF | 0.77 CHF | 70,000 | 20,000 | 77,436 | 20,000 | 53,740 CHF | 14,113 CHF | 52.06% | 52.06% |