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 | 2.19% | 0.76 CHF | 0.78 CHF | 70,000 | 50,000 | 69,330 | 50,000 | 56,243 CHF | 41,471 CHF | 99.72% | 99.72% |
12/07/2024 | 3.40% | 0.83 CHF | 0.85 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 20,289 CHF | 20,991 CHF | 99.01% | 99.01% |
11/07/2024 | 3.39% | 0.83 CHF | 0.86 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 20,561 CHF | 21,269 CHF | 99.09% | 99.09% |
10/07/2024 | 3.67% | 0.78 CHF | 0.81 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 19,250 CHF | 19,969 CHF | 99.81% | 99.81% |
09/07/2024 | 3.47% | 0.80 CHF | 0.83 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 20,410 CHF | 21,129 CHF | 100.00% | 100.00% |
08/07/2024 | 1.98% | 0.82 CHF | 0.84 CHF | 70,000 | 50,000 | 60,983 | 50,000 | 52,263 CHF | 43,732 CHF | 100.00% | 100.00% |
05/07/2024 | 2.11% | 0.86 CHF | 0.88 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 51,479 CHF | 43,812 CHF | 98.86% | 98.86% |
04/07/2024 | 1.95% | 0.87 CHF | 0.89 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 52,016 CHF | 44,200 CHF | 100.00% | 100.00% |
03/07/2024 | 2.90% | 0.88 CHF | 0.89 CHF | 60,000 | 50,000 | 37,142 | 33,561 | 31,742 CHF | 29,474 CHF | 99.81% | 99.81% |
02/07/2024 | 2.45% | 0.76 CHF | 0.78 CHF | 70,000 | 50,000 | 70,400 | 50,000 | 51,727 CHF | 37,655 CHF | 100.00% | 100.00% |