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 | 2.32% | 0.74 CHF | 0.76 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 54,418 CHF | 39,782 CHF | 99.73% | 99.73% |
12/07/2024 | 3.59% | 0.79 CHF | 0.82 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 19,411 CHF | 20,121 CHF | 99.01% | 99.01% |
11/07/2024 | 3.39% | 0.79 CHF | 0.82 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 19,682 CHF | 20,360 CHF | 99.08% | 99.08% |
10/07/2024 | 3.74% | 0.75 CHF | 0.78 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 18,582 CHF | 19,290 CHF | 99.81% | 99.81% |
09/07/2024 | 3.45% | 0.77 CHF | 0.79 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 19,588 CHF | 20,276 CHF | 100.00% | 100.00% |
08/07/2024 | 2.15% | 0.78 CHF | 0.80 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 57,148 CHF | 41,705 CHF | 100.00% | 100.00% |
05/07/2024 | 2.26% | 0.82 CHF | 0.84 CHF | 70,000 | 50,000 | 69,907 | 50,000 | 57,344 CHF | 41,954 CHF | 98.50% | 98.50% |
04/07/2024 | 2.27% | 0.83 CHF | 0.85 CHF | 70,000 | 50,000 | 67,729 | 50,000 | 56,290 CHF | 42,525 CHF | 100.00% | 100.00% |
03/07/2024 | 3.00% | 0.84 CHF | 0.86 CHF | 60,000 | 50,000 | 39,635 | 33,561 | 32,648 CHF | 28,438 CHF | 99.81% | 99.81% |
02/07/2024 | 2.52% | 0.75 CHF | 0.76 CHF | 70,000 | 50,000 | 71,057 | 50,000 | 51,415 CHF | 37,115 CHF | 100.00% | 100.00% |