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 | 1.21% | 0.86 CHF | 0.87 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 52,820 CHF | 44,551 CHF | 99.72% | 99.72% |
12/07/2024 | 1.23% | 0.86 CHF | 0.88 CHF | 60,000 | 50,000 | 61,173 | 50,000 | 51,067 CHF | 42,283 CHF | 93.09% | 93.09% |
11/07/2024 | 1.30% | 0.81 CHF | 0.82 CHF | 63,148 | 50,000 | 64,102 | 50,000 | 48,979 CHF | 38,718 CHF | 99.09% | 99.09% |
10/07/2024 | 1.44% | 0.74 CHF | 0.75 CHF | 64,730 | 50,000 | 64,809 | 50,000 | 47,010 CHF | 36,797 CHF | 100.00% | 100.00% |
09/07/2024 | 1.29% | 0.72 CHF | 0.73 CHF | 64,870 | 50,000 | 62,677 | 50,000 | 49,652 CHF | 40,203 CHF | 94.08% | 94.08% |
08/07/2024 | 1.40% | 0.79 CHF | 0.80 CHF | 63,729 | 50,000 | 63,496 | 50,000 | 50,802 CHF | 40,570 CHF | 100.00% | 100.00% |
05/07/2024 | 1.23% | 0.83 CHF | 0.84 CHF | 63,306 | 50,000 | 62,831 | 50,000 | 50,900 CHF | 41,035 CHF | 73.63% | 73.63% |
04/07/2024 | 1.34% | 0.75 CHF | 0.76 CHF | 64,511 | 50,000 | 64,723 | 50,000 | 48,121 CHF | 37,676 CHF | 100.00% | 100.00% |
03/07/2024 | 1.52% | 0.68 CHF | 0.69 CHF | 65,821 | 50,000 | 66,315 | 50,000 | 43,416 CHF | 33,238 CHF | 99.82% | 99.82% |
02/07/2024 | 1.69% | 0.64 CHF | 0.65 CHF | 66,660 | 50,000 | 67,497 | 50,000 | 39,753 CHF | 29,956 CHF | 100.00% | 100.00% |