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 | 1.95% | 0.55 CHF | 0.56 CHF | 62,602 | 50,000 | 62,183 | 50,000 | 35,644 CHF | 29,232 CHF | 99.72% | 99.72% |
12/07/2024 | 2.03% | 0.56 CHF | 0.57 CHF | 62,438 | 50,000 | 62,936 | 50,000 | 33,238 CHF | 26,952 CHF | 99.01% | 99.01% |
11/07/2024 | 2.30% | 0.51 CHF | 0.52 CHF | 63,108 | 50,000 | 64,116 | 50,000 | 29,383 CHF | 23,458 CHF | 99.09% | 99.09% |
10/07/2024 | 2.36% | 0.43 CHF | 0.44 CHF | 64,785 | 50,000 | 64,805 | 50,000 | 27,158 CHF | 21,456 CHF | 100.00% | 100.00% |
09/07/2024 | 2.05% | 0.41 CHF | 0.42 CHF | 65,010 | 50,000 | 63,724 | 50,000 | 31,164 CHF | 24,984 CHF | 100.00% | 100.00% |
08/07/2024 | 2.05% | 0.48 CHF | 0.49 CHF | 63,769 | 50,000 | 63,489 | 50,000 | 31,385 CHF | 25,231 CHF | 100.00% | 100.00% |
05/07/2024 | 1.94% | 0.53 CHF | 0.54 CHF | 63,201 | 50,000 | 63,473 | 50,000 | 32,433 CHF | 26,057 CHF | 98.86% | 98.86% |
04/07/2024 | 2.26% | 0.45 CHF | 0.46 CHF | 64,517 | 50,000 | 64,709 | 50,000 | 28,329 CHF | 22,391 CHF | 100.00% | 100.00% |
03/07/2024 | 2.84% | 0.37 CHF | 0.38 CHF | 65,771 | 50,000 | 66,305 | 50,000 | 23,047 CHF | 17,882 CHF | 99.82% | 99.82% |
02/07/2024 | 3.50% | 0.33 CHF | 0.34 CHF | 66,638 | 50,000 | 67,501 | 50,000 | 19,084 CHF | 14,644 CHF | 100.00% | 100.00% |