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 | 1.62% | 0.62 CHF | 0.63 CHF | 82,000 | 82,000 | 81,620 | 81,620 | 49,997 CHF | 50,813 CHF | 100.00% | 100.00% |
12/07/2024 | 1.69% | 0.60 CHF | 0.61 CHF | 82,000 | 82,000 | 81,662 | 81,662 | 48,050 CHF | 48,867 CHF | 100.00% | 100.00% |
11/07/2024 | 1.76% | 0.58 CHF | 0.59 CHF | 82,000 | 82,000 | 82,030 | 82,030 | 46,191 CHF | 47,012 CHF | 100.00% | 100.00% |
10/07/2024 | 1.64% | 0.61 CHF | 0.62 CHF | 82,000 | 82,000 | 81,662 | 81,662 | 49,381 CHF | 50,198 CHF | 100.00% | 100.00% |
09/07/2024 | 2.24% | 0.46 CHF | 0.47 CHF | 86,000 | 86,000 | 85,646 | 85,646 | 37,874 CHF | 38,730 CHF | 100.00% | 100.00% |
08/07/2024 | 2.17% | 0.45 CHF | 0.46 CHF | 86,000 | 86,000 | 85,491 | 85,491 | 38,916 CHF | 39,771 CHF | 99.99% | 99.99% |
05/07/2024 | 2.38% | 0.42 CHF | 0.43 CHF | 86,000 | 86,000 | 85,791 | 85,791 | 35,689 CHF | 36,547 CHF | 99.82% | 99.82% |
04/07/2024 | 3.18% | 0.32 CHF | 0.33 CHF | 88,000 | 88,000 | 89,011 | 89,011 | 27,629 CHF | 28,519 CHF | 99.50% | 99.50% |
03/07/2024 | 3.11% | 0.30 CHF | 0.31 CHF | 90,000 | 90,000 | 88,423 | 88,423 | 28,025 CHF | 28,909 CHF | 99.36% | 99.36% |
02/07/2024 | 4.65% | 0.25 CHF | 0.26 CHF | 90,000 | 90,000 | 91,665 | 91,665 | 19,523 CHF | 20,440 CHF | 99.43% | 99.43% |