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 | 1.31% | 0.68 CHF | 0.69 CHF | 76,781 | 20,000 | 70,536 | 20,000 | 53,512 CHF | 15,384 CHF | 82.82% | 82.82% |
12/07/2024 | 1.26% | 0.72 CHF | 0.73 CHF | 76,330 | 10,000 | 68,373 | 10,000 | 53,748 CHF | 8,014 CHF | 83.89% | 83.89% |
11/07/2024 | 1.25% | 0.86 CHF | 0.87 CHF | 60,000 | 20,000 | 67,262 | 20,000 | 53,378 CHF | 16,136 CHF | 99.08% | 99.08% |
10/07/2024 | 1.34% | 0.71 CHF | 0.72 CHF | 76,846 | 20,000 | 71,282 | 20,000 | 52,828 CHF | 15,036 CHF | 81.67% | 81.67% |
09/07/2024 | 1.25% | 0.75 CHF | 0.76 CHF | 70,000 | 20,000 | 69,144 | 20,000 | 54,878 CHF | 16,085 CHF | 100.00% | 100.00% |
08/07/2024 | 1.18% | 0.77 CHF | 0.78 CHF | 70,000 | 10,000 | 62,880 | 10,000 | 52,785 CHF | 8,512 CHF | 100.00% | 100.00% |
05/07/2024 | 1.15% | 0.87 CHF | 0.88 CHF | 60,000 | 20,000 | 60,580 | 20,000 | 52,486 CHF | 17,536 CHF | 98.86% | 98.86% |
04/07/2024 | 1.32% | 0.76 CHF | 0.77 CHF | 70,000 | 20,000 | 70,038 | 20,000 | 52,750 CHF | 15,264 CHF | 98.70% | 98.70% |
03/07/2024 | 1.59% | 0.62 CHF | 0.63 CHF | 78,109 | 20,000 | 78,257 | 20,000 | 48,823 CHF | 12,678 CHF | 82.74% | 82.74% |
02/07/2024 | 2.03% | 0.56 CHF | 0.57 CHF | 79,193 | 20,000 | 80,254 | 20,000 | 39,346 CHF | 10,010 CHF | 99.16% | 99.16% |