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 | 2.24% | 0.78 CHF | 0.80 CHF | 70,000 | 50,000 | 68,370 | 50,000 | 56,017 CHF | 41,918 CHF | 99.72% | 99.72% |
12/07/2024 | 3.44% | 0.83 CHF | 0.86 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 20,454 CHF | 21,169 CHF | 99.01% | 99.01% |
11/07/2024 | 3.38% | 0.83 CHF | 0.86 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 20,719 CHF | 21,430 CHF | 97.88% | 97.88% |
10/07/2024 | 3.61% | 0.79 CHF | 0.82 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 19,649 CHF | 20,370 CHF | 99.81% | 99.81% |
09/07/2024 | 3.39% | 0.81 CHF | 0.84 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 20,633 CHF | 21,344 CHF | 100.00% | 100.00% |
08/07/2024 | 2.06% | 0.83 CHF | 0.85 CHF | 70,000 | 50,000 | 60,329 | 50,000 | 51,806 CHF | 43,835 CHF | 100.00% | 100.00% |
05/07/2024 | 1.99% | 0.86 CHF | 0.88 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 51,868 CHF | 44,092 CHF | 98.45% | 98.45% |
04/07/2024 | 2.04% | 0.87 CHF | 0.89 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 52,466 CHF | 44,622 CHF | 100.00% | 100.00% |
03/07/2024 | 2.72% | 0.89 CHF | 0.90 CHF | 60,000 | 50,000 | 36,985 | 33,561 | 32,102 CHF | 29,884 CHF | 99.81% | 99.81% |
02/07/2024 | 2.31% | 0.79 CHF | 0.81 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 53,791 CHF | 39,318 CHF | 100.00% | 100.00% |