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 | 1.59% | 0.81 CHF | 0.82 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 56,919 CHF | 41,309 CHF | 99.73% | 99.73% |
12/07/2024 | 1.61% | 0.81 CHF | 0.83 CHF | 70,000 | 50,000 | 69,256 | 50,000 | 56,203 CHF | 41,250 CHF | 99.01% | 99.01% |
11/07/2024 | 1.55% | 0.82 CHF | 0.84 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 55,972 CHF | 40,608 CHF | 99.08% | 99.08% |
10/07/2024 | 1.69% | 0.80 CHF | 0.82 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 54,580 CHF | 39,651 CHF | 100.00% | 100.00% |
09/07/2024 | 1.51% | 0.77 CHF | 0.78 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 55,894 CHF | 40,530 CHF | 100.00% | 100.00% |
08/07/2024 | 1.52% | 0.77 CHF | 0.78 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 53,692 CHF | 38,938 CHF | 100.00% | 100.00% |
05/07/2024 | 1.59% | 0.76 CHF | 0.78 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 53,112 CHF | 38,544 CHF | 98.86% | 98.86% |
04/07/2024 | 1.42% | 0.75 CHF | 0.76 CHF | 70,000 | 50,000 | 70,084 | 50,000 | 51,576 CHF | 37,322 CHF | 100.00% | 100.00% |
03/07/2024 | 1.68% | 0.68 CHF | 0.69 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 54,270 CHF | 34,495 CHF | 99.82% | 99.82% |
02/07/2024 | 2.05% | 0.64 CHF | 0.65 CHF | 80,000 | 50,000 | 86,347 | 50,000 | 53,790 CHF | 31,810 CHF | 100.00% | 100.00% |