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 | 1.71% | 0.57 CHF | 0.58 CHF | 90,000 | 75,000 | 90,000 | 75,000 | 52,234 CHF | 44,279 CHF | 98.72% | 98.72% |
12/07/2024 | 1.74% | 0.61 CHF | 0.62 CHF | 90,000 | 75,000 | 91,586 | 75,000 | 52,320 CHF | 43,629 CHF | 99.38% | 99.38% |
11/07/2024 | 1.83% | 0.58 CHF | 0.59 CHF | 90,000 | 75,000 | 97,144 | 75,000 | 52,675 CHF | 41,476 CHF | 99.16% | 99.16% |
10/07/2024 | 1.96% | 0.51 CHF | 0.52 CHF | 100,000 | 75,000 | 102,257 | 75,000 | 51,698 CHF | 38,695 CHF | 100.00% | 100.00% |
09/07/2024 | 1.89% | 0.49 CHF | 0.50 CHF | 110,000 | 75,000 | 100,303 | 75,000 | 52,532 CHF | 40,038 CHF | 100.00% | 100.00% |
08/07/2024 | 1.87% | 0.53 CHF | 0.54 CHF | 100,000 | 75,000 | 99,192 | 75,000 | 52,462 CHF | 40,436 CHF | 100.00% | 100.00% |
05/07/2024 | 1.70% | 0.56 CHF | 0.57 CHF | 90,000 | 75,000 | 90,891 | 75,000 | 52,945 CHF | 44,463 CHF | 99.62% | 99.62% |
04/07/2024 | 1.76% | 0.56 CHF | 0.57 CHF | 90,000 | 75,000 | 91,499 | 75,000 | 51,655 CHF | 43,109 CHF | 100.00% | 100.00% |
03/07/2024 | 1.87% | 0.54 CHF | 0.55 CHF | 100,000 | 75,000 | 100,200 | 75,000 | 53,041 CHF | 40,457 CHF | 99.73% | 99.73% |
02/07/2024 | 2.16% | 0.47 CHF | 0.48 CHF | 110,000 | 75,000 | 113,896 | 75,000 | 52,214 CHF | 35,157 CHF | 100.00% | 100.00% |