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 | 1.70% | 0.74 CHF | 0.76 CHF | 70,000 | 50,000 | 69,587 | 50,000 | 55,655 CHF | 40,685 CHF | 97.10% | 97.10% |
12/07/2024 | 1.74% | 0.82 CHF | 0.83 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 54,077 CHF | 39,304 CHF | 99.01% | 99.01% |
11/07/2024 | 1.76% | 0.81 CHF | 0.82 CHF | 70,000 | 50,000 | 69,917 | 50,000 | 53,847 CHF | 39,194 CHF | 99.00% | 99.00% |
10/07/2024 | 1.92% | 0.72 CHF | 0.73 CHF | 70,000 | 50,000 | 77,452 | 50,000 | 54,599 CHF | 35,957 CHF | 100.00% | 100.00% |
09/07/2024 | 1.84% | 0.70 CHF | 0.71 CHF | 80,000 | 50,000 | 73,335 | 50,000 | 53,231 CHF | 37,018 CHF | 100.00% | 100.00% |
08/07/2024 | 1.61% | 0.75 CHF | 0.77 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 54,385 CHF | 39,476 CHF | 100.00% | 100.00% |
05/07/2024 | 1.76% | 0.77 CHF | 0.78 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 54,885 CHF | 39,899 CHF | 98.87% | 98.87% |
04/07/2024 | 1.60% | 0.90 CHF | 0.92 CHF | 60,000 | 50,000 | 60,317 | 50,000 | 53,450 CHF | 45,035 CHF | 100.00% | 100.00% |
03/07/2024 | 1.67% | 0.86 CHF | 0.87 CHF | 60,000 | 50,000 | 63,955 | 50,000 | 53,613 CHF | 42,668 CHF | 99.73% | 99.73% |
02/07/2024 | 1.79% | 0.84 CHF | 0.85 CHF | 60,000 | 50,000 | 68,306 | 50,000 | 54,874 CHF | 40,940 CHF | 100.00% | 100.00% |