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 | 2.14% | 0.81 CHF | 0.83 CHF | 70,000 | 50,000 | 61,855 | 50,000 | 53,145 CHF | 43,957 CHF | 99.43% | 99.43% |
12/07/2024 | 3.24% | 0.88 CHF | 0.90 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 21,518 CHF | 22,226 CHF | 99.01% | 99.01% |
11/07/2024 | 3.27% | 0.88 CHF | 0.91 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 21,784 CHF | 22,507 CHF | 99.09% | 99.09% |
10/07/2024 | 3.44% | 0.83 CHF | 0.86 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 20,488 CHF | 21,206 CHF | 99.81% | 99.81% |
09/07/2024 | 3.28% | 0.85 CHF | 0.88 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 21,651 CHF | 22,372 CHF | 100.00% | 100.00% |
08/07/2024 | 1.94% | 0.87 CHF | 0.89 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 54,373 CHF | 46,199 CHF | 100.00% | 100.00% |
05/07/2024 | 2.07% | 0.91 CHF | 0.93 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 54,416 CHF | 46,293 CHF | 98.86% | 98.86% |
04/07/2024 | 1.88% | 0.92 CHF | 0.93 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 54,936 CHF | 46,647 CHF | 100.00% | 100.00% |
03/07/2024 | 2.73% | 0.93 CHF | 0.94 CHF | 60,000 | 50,000 | 36,985 | 33,561 | 33,440 CHF | 31,132 CHF | 99.81% | 99.81% |
02/07/2024 | 2.30% | 0.81 CHF | 0.83 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 54,909 CHF | 40,134 CHF | 100.00% | 100.00% |