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 | 1.96% | 0.91 CHF | 0.93 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 57,565 CHF | 48,918 CHF | 99.72% | 99.72% |
12/07/2024 | 2.96% | 0.97 CHF | 1.00 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 23,991 CHF | 24,711 CHF | 99.01% | 99.01% |
11/07/2024 | 2.88% | 0.98 CHF | 1.01 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 24,269 CHF | 24,979 CHF | 99.09% | 99.09% |
10/07/2024 | 3.02% | 0.93 CHF | 0.95 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 22,969 CHF | 23,674 CHF | 99.81% | 99.81% |
09/07/2024 | 2.96% | 0.95 CHF | 0.98 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 24,129 CHF | 24,854 CHF | 100.00% | 100.00% |
08/07/2024 | 1.87% | 0.97 CHF | 0.99 CHF | 60,000 | 50,000 | 52,954 | 50,000 | 53,117 CHF | 51,158 CHF | 100.00% | 100.00% |
05/07/2024 | 1.94% | 1.01 CHF | 1.03 CHF | 50,000 | 50,000 | 50,264 | 50,000 | 50,557 CHF | 51,284 CHF | 98.86% | 98.86% |
04/07/2024 | 1.83% | 1.01 CHF | 1.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 50,677 CHF | 51,613 CHF | 100.00% | 100.00% |
03/07/2024 | 2.49% | 1.02 CHF | 1.04 CHF | 50,000 | 50,000 | 35,046 | 33,561 | 35,136 CHF | 34,461 CHF | 99.81% | 99.81% |
02/07/2024 | 2.08% | 0.91 CHF | 0.93 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 53,006 CHF | 45,100 CHF | 100.00% | 100.00% |