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 | 1.79% | 0.57 CHF | 0.58 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 51,848 CHF | 29,324 CHF | 99.72% | 99.72% |
12/07/2024 | 1.90% | 0.59 CHF | 0.60 CHF | 90,000 | 50,000 | 92,530 | 50,000 | 51,696 CHF | 28,485 CHF | 99.01% | 99.01% |
11/07/2024 | 1.92% | 0.56 CHF | 0.57 CHF | 90,000 | 50,000 | 99,877 | 50,000 | 53,391 CHF | 27,247 CHF | 99.08% | 99.08% |
10/07/2024 | 2.11% | 0.55 CHF | 0.57 CHF | 100,000 | 50,000 | 99,044 | 50,000 | 53,427 CHF | 27,555 CHF | 100.00% | 100.00% |
09/07/2024 | 1.98% | 0.51 CHF | 0.52 CHF | 100,000 | 50,000 | 97,315 | 50,000 | 53,435 CHF | 28,026 CHF | 100.00% | 100.00% |
08/07/2024 | 1.85% | 0.56 CHF | 0.57 CHF | 90,000 | 50,000 | 91,382 | 50,000 | 51,559 CHF | 28,749 CHF | 100.00% | 100.00% |
05/07/2024 | 1.84% | 0.57 CHF | 0.58 CHF | 90,000 | 50,000 | 90,737 | 50,000 | 52,490 CHF | 29,475 CHF | 98.86% | 98.86% |
04/07/2024 | 1.84% | 0.55 CHF | 0.56 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 53,950 CHF | 27,475 CHF | 100.00% | 100.00% |
03/07/2024 | 2.48% | 0.50 CHF | 0.51 CHF | 100,000 | 50,000 | 103,649 | 50,000 | 51,380 CHF | 25,422 CHF | 99.82% | 99.82% |
02/07/2024 | 2.29% | 0.49 CHF | 0.50 CHF | 110,000 | 50,000 | 112,341 | 50,000 | 51,874 CHF | 23,641 CHF | 100.00% | 100.00% |