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 | 1.77% | 0.55 CHF | 0.56 CHF | 100,000 | 75,000 | 94,391 | 75,000 | 52,816 CHF | 42,755 CHF | 98.72% | 98.72% |
12/07/2024 | 1.80% | 0.59 CHF | 0.60 CHF | 90,000 | 75,000 | 97,533 | 75,000 | 53,549 CHF | 41,977 CHF | 99.38% | 99.38% |
11/07/2024 | 1.91% | 0.56 CHF | 0.57 CHF | 90,000 | 75,000 | 99,449 | 75,000 | 51,747 CHF | 39,792 CHF | 99.15% | 99.15% |
10/07/2024 | 2.05% | 0.49 CHF | 0.50 CHF | 110,000 | 75,000 | 109,929 | 75,000 | 53,149 CHF | 37,012 CHF | 100.00% | 100.00% |
09/07/2024 | 1.97% | 0.47 CHF | 0.48 CHF | 110,000 | 75,000 | 103,803 | 75,000 | 52,059 CHF | 38,415 CHF | 100.00% | 100.00% |
08/07/2024 | 1.96% | 0.51 CHF | 0.52 CHF | 100,000 | 75,000 | 101,998 | 75,000 | 51,575 CHF | 38,700 CHF | 100.00% | 100.00% |
05/07/2024 | 1.78% | 0.54 CHF | 0.55 CHF | 100,000 | 75,000 | 92,196 | 75,000 | 51,449 CHF | 42,643 CHF | 99.62% | 99.62% |
04/07/2024 | 1.83% | 0.54 CHF | 0.55 CHF | 100,000 | 75,000 | 99,969 | 75,000 | 54,222 CHF | 41,430 CHF | 100.00% | 100.00% |
03/07/2024 | 1.95% | 0.52 CHF | 0.53 CHF | 100,000 | 75,000 | 101,317 | 75,000 | 51,403 CHF | 38,827 CHF | 99.73% | 99.73% |
02/07/2024 | 2.27% | 0.45 CHF | 0.46 CHF | 120,000 | 75,000 | 120,000 | 75,000 | 52,395 CHF | 33,497 CHF | 100.00% | 100.00% |