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 | 1.49% | 0.83 CHF | 0.85 CHF | 70,000 | 50,000 | 69,912 | 50,000 | 55,923 CHF | 40,599 CHF | 98.60% | 98.60% |
12/07/2024 | 1.34% | 0.85 CHF | 0.86 CHF | 60,000 | 50,000 | 61,444 | 50,000 | 51,934 CHF | 42,853 CHF | 99.38% | 99.38% |
11/07/2024 | 1.88% | 0.83 CHF | 0.85 CHF | 70,000 | 50,000 | 69,050 | 50,000 | 54,434 CHF | 40,201 CHF | 99.15% | 99.15% |
10/07/2024 | 1.98% | 0.70 CHF | 0.71 CHF | 80,000 | 50,000 | 78,873 | 50,000 | 54,504 CHF | 35,263 CHF | 100.00% | 100.00% |
09/07/2024 | 1.99% | 0.69 CHF | 0.70 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 53,357 CHF | 34,019 CHF | 100.00% | 100.00% |
08/07/2024 | 2.00% | 0.69 CHF | 0.70 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 53,777 CHF | 34,291 CHF | 100.00% | 100.00% |
05/07/2024 | 1.91% | 0.71 CHF | 0.73 CHF | 80,000 | 50,000 | 76,577 | 50,000 | 54,433 CHF | 36,265 CHF | 99.62% | 99.62% |
04/07/2024 | 2.22% | 0.69 CHF | 0.71 CHF | 80,000 | 50,000 | 79,925 | 50,000 | 55,450 CHF | 35,468 CHF | 100.00% | 100.00% |
03/07/2024 | 1.91% | 0.74 CHF | 0.76 CHF | 70,000 | 50,000 | 69,488 | 50,000 | 54,794 CHF | 40,210 CHF | 99.73% | 99.73% |
02/07/2024 | 1.28% | 0.90 CHF | 0.91 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 56,101 CHF | 47,355 CHF | 100.00% | 100.00% |