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 | 1.44% | 0.67 CHF | 0.68 CHF | 80,000 | 25,000 | 79,842 | 25,000 | 55,083 CHF | 17,499 CHF | 97.10% | 97.10% |
12/07/2024 | 1.43% | 0.71 CHF | 0.72 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 55,426 CHF | 17,571 CHF | 99.01% | 99.01% |
11/07/2024 | 1.37% | 0.73 CHF | 0.74 CHF | 70,000 | 25,000 | 72,103 | 25,000 | 52,265 CHF | 18,383 CHF | 99.09% | 99.09% |
10/07/2024 | 1.41% | 0.71 CHF | 0.72 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 56,525 CHF | 17,914 CHF | 100.00% | 100.00% |
09/07/2024 | 1.38% | 0.71 CHF | 0.72 CHF | 80,000 | 25,000 | 73,592 | 25,000 | 53,001 CHF | 18,268 CHF | 100.00% | 100.00% |
08/07/2024 | 1.31% | 0.74 CHF | 0.75 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 53,032 CHF | 19,190 CHF | 100.00% | 100.00% |
05/07/2024 | 1.28% | 0.78 CHF | 0.79 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 54,186 CHF | 19,602 CHF | 61.81% | 61.81% |
04/07/2024 | 2.13% | 0.73 CHF | 0.74 CHF | 70,000 | 25,000 | 16,777 | 13,430 | 12,102 CHF | 9,893 CHF | 100.00% | 100.00% |
03/07/2024 | 2.10% | 0.75 CHF | 0.76 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 9,358 CHF | 9,556 CHF | 99.73% | 99.73% |
02/07/2024 | 2.64% | 0.71 CHF | 0.73 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 8,726 CHF | 8,960 CHF | 100.00% | 100.00% |