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 | 1.19% | 0.81 CHF | 0.82 CHF | 70,000 | 25,000 | 64,434 | 25,000 | 53,704 CHF | 21,113 CHF | 97.10% | 97.10% |
12/07/2024 | 1.19% | 0.85 CHF | 0.86 CHF | 60,000 | 25,000 | 65,087 | 25,000 | 54,399 CHF | 21,169 CHF | 99.01% | 99.01% |
11/07/2024 | 1.14% | 0.88 CHF | 0.89 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 52,241 CHF | 22,017 CHF | 99.09% | 99.09% |
10/07/2024 | 1.17% | 0.85 CHF | 0.86 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 51,052 CHF | 21,522 CHF | 100.00% | 100.00% |
09/07/2024 | 1.15% | 0.86 CHF | 0.87 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 51,922 CHF | 21,884 CHF | 100.00% | 100.00% |
08/07/2024 | 1.10% | 0.88 CHF | 0.89 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 54,070 CHF | 22,779 CHF | 100.00% | 100.00% |
05/07/2024 | 1.08% | 0.93 CHF | 0.94 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 55,111 CHF | 23,213 CHF | 61.81% | 61.81% |
04/07/2024 | 1.91% | 0.87 CHF | 0.88 CHF | 60,000 | 25,000 | 16,033 | 13,430 | 13,891 CHF | 11,843 CHF | 100.00% | 100.00% |
03/07/2024 | 1.93% | 0.89 CHF | 0.91 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 11,144 CHF | 11,361 CHF | 99.73% | 99.73% |
02/07/2024 | 1.87% | 0.85 CHF | 0.87 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 10,534 CHF | 10,734 CHF | 100.00% | 100.00% |