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 | 2.29% | 0.99 CHF | 1.01 CHF | 60,000 | 25,000 | 53,464 | 25,000 | 53,822 CHF | 25,793 CHF | 99.68% | 99.68% |
12/07/2024 | 2.36% | 0.98 CHF | 1.00 CHF | 60,000 | 25,000 | 59,217 | 25,000 | 54,503 CHF | 23,593 CHF | 99.01% | 99.01% |
11/07/2024 | 2.59% | 0.90 CHF | 0.93 CHF | 60,000 | 25,000 | 60,239 | 25,000 | 52,159 CHF | 22,217 CHF | 98.45% | 98.45% |
10/07/2024 | 2.66% | 0.83 CHF | 0.85 CHF | 70,000 | 25,000 | 69,995 | 25,000 | 56,143 CHF | 20,593 CHF | 100.00% | 100.00% |
09/07/2024 | 2.84% | 0.76 CHF | 0.79 CHF | 70,000 | 25,000 | 69,931 | 25,000 | 56,527 CHF | 20,790 CHF | 100.00% | 100.00% |
08/07/2024 | 2.64% | 0.79 CHF | 0.81 CHF | 70,000 | 25,000 | 69,952 | 25,000 | 56,401 CHF | 20,696 CHF | 100.00% | 100.00% |
05/07/2024 | 2.83% | 0.76 CHF | 0.79 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 53,045 CHF | 19,488 CHF | 98.98% | 98.98% |
04/07/2024 | 3.03% | 0.69 CHF | 0.71 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 54,935 CHF | 17,696 CHF | 100.00% | 100.00% |
03/07/2024 | 3.20% | 0.64 CHF | 0.67 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 52,856 CHF | 17,054 CHF | 97.26% | 97.26% |
02/07/2024 | 3.73% | 0.60 CHF | 0.62 CHF | 90,000 | 25,000 | 92,366 | 25,000 | 52,268 CHF | 14,707 CHF | 100.00% | 100.00% |