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 | 1.13% | 0.92 CHF | 0.93 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 56,420 CHF | 47,550 CHF | 99.71% | 99.71% |
12/07/2024 | 1.15% | 0.92 CHF | 0.94 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 53,734 CHF | 45,295 CHF | 99.01% | 99.01% |
11/07/2024 | 1.21% | 0.87 CHF | 0.88 CHF | 60,000 | 50,000 | 63,107 | 50,000 | 51,908 CHF | 41,675 CHF | 95.63% | 95.63% |
10/07/2024 | 1.33% | 0.80 CHF | 0.81 CHF | 64,730 | 50,000 | 64,809 | 50,000 | 50,898 CHF | 39,797 CHF | 100.00% | 100.00% |
09/07/2024 | 1.19% | 0.78 CHF | 0.79 CHF | 64,870 | 50,000 | 61,781 | 50,000 | 52,843 CHF | 43,369 CHF | 100.00% | 100.00% |
08/07/2024 | 1.35% | 0.85 CHF | 0.86 CHF | 60,000 | 50,000 | 60,040 | 50,000 | 51,646 CHF | 43,597 CHF | 64.51% | 64.51% |
05/07/2024 | 1.13% | 0.89 CHF | 0.90 CHF | 60,000 | 50,000 | 60,329 | 50,000 | 53,057 CHF | 44,489 CHF | 91.24% | 91.24% |
04/07/2024 | 1.24% | 0.81 CHF | 0.82 CHF | 64,511 | 50,000 | 64,752 | 50,000 | 51,923 CHF | 40,595 CHF | 92.03% | 92.03% |
03/07/2024 | 1.39% | 0.74 CHF | 0.75 CHF | 65,821 | 50,000 | 66,315 | 50,000 | 47,395 CHF | 36,238 CHF | 99.82% | 99.82% |
02/07/2024 | 1.53% | 0.70 CHF | 0.71 CHF | 66,660 | 50,000 | 67,497 | 50,000 | 43,803 CHF | 32,956 CHF | 100.00% | 100.00% |