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 | 2.93% | 0.75 CHF | 0.78 CHF | 59,325 | 50,000 | 59,253 | 50,000 | 45,368 CHF | 39,424 CHF | 99.72% | 99.72% |
12/07/2024 | 2.86% | 0.77 CHF | 0.79 CHF | 59,471 | 50,000 | 59,543 | 50,000 | 45,474 CHF | 39,302 CHF | 99.01% | 99.01% |
11/07/2024 | 3.02% | 0.77 CHF | 0.80 CHF | 59,034 | 50,000 | 60,453 | 50,000 | 45,166 CHF | 38,510 CHF | 99.08% | 99.08% |
10/07/2024 | 3.09% | 0.76 CHF | 0.78 CHF | 61,132 | 50,000 | 61,570 | 50,000 | 44,425 CHF | 37,212 CHF | 100.00% | 100.00% |
09/07/2024 | 3.01% | 0.71 CHF | 0.73 CHF | 62,070 | 50,000 | 60,764 | 50,000 | 45,217 CHF | 38,352 CHF | 100.00% | 100.00% |
08/07/2024 | 2.96% | 0.70 CHF | 0.72 CHF | 62,458 | 50,000 | 62,515 | 50,000 | 44,100 CHF | 36,330 CHF | 98.90% | 98.90% |
05/07/2024 | 3.22% | 0.70 CHF | 0.73 CHF | 63,300 | 50,000 | 63,674 | 50,000 | 44,375 CHF | 35,986 CHF | 97.81% | 97.81% |
04/07/2024 | 3.55% | 0.68 CHF | 0.70 CHF | 64,431 | 50,000 | 65,205 | 50,000 | 43,488 CHF | 34,555 CHF | 100.00% | 100.00% |
03/07/2024 | 3.52% | 0.59 CHF | 0.62 CHF | 68,208 | 50,000 | 69,022 | 50,000 | 40,754 CHF | 30,586 CHF | 99.82% | 99.82% |
02/07/2024 | 3.94% | 0.54 CHF | 0.56 CHF | 72,522 | 50,000 | 73,596 | 50,000 | 38,404 CHF | 27,144 CHF | 96.66% | 96.66% |