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 | 2.71% | 0.85 CHF | 0.87 CHF | 60,000 | 20,000 | 60,000 | 20,000 | 52,470 CHF | 17,970 CHF | 97.09% | 97.09% |
12/07/2024 | 2.68% | 0.93 CHF | 0.95 CHF | 60,000 | 20,000 | 60,177 | 20,000 | 52,538 CHF | 17,939 CHF | 71.52% | 71.52% |
11/07/2024 | 2.23% | 1.04 CHF | 1.07 CHF | 50,000 | 10,000 | 50,000 | 10,000 | 53,162 CHF | 10,873 CHF | 92.63% | 92.63% |
10/07/2024 | 2.05% | 1.13 CHF | 1.15 CHF | 50,000 | 10,000 | 50,000 | 10,000 | 54,995 CHF | 11,226 CHF | 72.28% | 72.28% |
09/07/2024 | 2.16% | 1.08 CHF | 1.11 CHF | 50,000 | 10,000 | 50,000 | 10,000 | 54,504 CHF | 11,139 CHF | 96.15% | 96.15% |
08/07/2024 | 2.26% | 1.06 CHF | 1.08 CHF | 50,000 | 20,000 | 50,000 | 20,000 | 53,510 CHF | 21,892 CHF | 90.19% | 90.19% |
05/07/2024 | 2.29% | 1.05 CHF | 1.07 CHF | 50,000 | 20,000 | 49,614 | 19,903 | 52,053 CHF | 21,364 CHF | 98.87% | 98.87% |
04/07/2024 | 2.16% | 1.03 CHF | 1.06 CHF | 50,000 | 20,000 | 50,000 | 20,000 | 51,654 CHF | 21,113 CHF | 99.56% | 99.56% |
03/07/2024 | 2.24% | 1.01 CHF | 1.03 CHF | 50,000 | 20,000 | 52,942 | 20,000 | 53,288 CHF | 20,611 CHF | 95.00% | 95.00% |
02/07/2024 | 2.60% | 0.90 CHF | 0.92 CHF | 60,000 | 20,000 | 60,000 | 20,000 | 52,346 CHF | 17,908 CHF | 92.97% | 92.97% |