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 | 1.24% | 0.81 CHF | 0.82 CHF | 62,602 | 50,000 | 61,329 | 50,000 | 51,156 CHF | 42,249 CHF | 99.56% | 99.56% |
12/07/2024 | 1.34% | 0.82 CHF | 0.83 CHF | 62,438 | 50,000 | 62,939 | 50,000 | 49,655 CHF | 39,983 CHF | 99.01% | 99.01% |
11/07/2024 | 1.47% | 0.77 CHF | 0.78 CHF | 63,108 | 50,000 | 64,106 | 50,000 | 46,084 CHF | 36,487 CHF | 99.09% | 99.09% |
10/07/2024 | 1.46% | 0.69 CHF | 0.70 CHF | 64,806 | 50,000 | 64,803 | 50,000 | 44,044 CHF | 34,485 CHF | 100.00% | 100.00% |
09/07/2024 | 1.49% | 0.67 CHF | 0.68 CHF | 65,010 | 50,000 | 63,723 | 50,000 | 47,732 CHF | 38,045 CHF | 100.00% | 100.00% |
08/07/2024 | 1.42% | 0.74 CHF | 0.75 CHF | 63,769 | 50,000 | 63,495 | 50,000 | 47,913 CHF | 38,269 CHF | 100.00% | 100.00% |
05/07/2024 | 1.36% | 0.79 CHF | 0.80 CHF | 63,201 | 50,000 | 63,471 | 50,000 | 48,935 CHF | 39,084 CHF | 98.86% | 98.86% |
04/07/2024 | 1.42% | 0.71 CHF | 0.72 CHF | 64,517 | 50,000 | 64,720 | 50,000 | 45,221 CHF | 35,438 CHF | 100.00% | 100.00% |
03/07/2024 | 1.63% | 0.63 CHF | 0.64 CHF | 65,771 | 50,000 | 66,305 | 50,000 | 40,286 CHF | 30,882 CHF | 99.82% | 99.82% |
02/07/2024 | 1.83% | 0.59 CHF | 0.60 CHF | 66,638 | 50,000 | 67,491 | 50,000 | 36,659 CHF | 27,666 CHF | 100.00% | 100.00% |