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 | 2.30% | 0.71 CHF | 0.73 CHF | 80,000 | 50,000 | 71,054 | 50,000 | 54,020 CHF | 38,934 CHF | 91.88% | 91.88% |
12/07/2024 | 3.60% | 0.78 CHF | 0.80 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 19,052 CHF | 19,750 CHF | 99.01% | 99.01% |
11/07/2024 | 3.60% | 0.78 CHF | 0.81 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 19,311 CHF | 20,019 CHF | 99.09% | 99.09% |
10/07/2024 | 3.90% | 0.73 CHF | 0.76 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 18,003 CHF | 18,719 CHF | 99.81% | 99.81% |
09/07/2024 | 3.69% | 0.75 CHF | 0.78 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 19,165 CHF | 19,885 CHF | 100.00% | 100.00% |
08/07/2024 | 2.28% | 0.77 CHF | 0.79 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 56,598 CHF | 41,361 CHF | 100.00% | 100.00% |
05/07/2024 | 2.29% | 0.82 CHF | 0.83 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 56,603 CHF | 41,367 CHF | 98.86% | 98.86% |
04/07/2024 | 2.21% | 0.82 CHF | 0.84 CHF | 70,000 | 50,000 | 69,983 | 50,000 | 57,252 CHF | 41,818 CHF | 100.00% | 100.00% |
03/07/2024 | 3.03% | 0.83 CHF | 0.84 CHF | 70,000 | 50,000 | 40,410 | 33,561 | 32,533 CHF | 27,796 CHF | 99.81% | 99.81% |
02/07/2024 | 2.62% | 0.71 CHF | 0.73 CHF | 80,000 | 50,000 | 79,421 | 50,000 | 54,373 CHF | 35,155 CHF | 100.00% | 100.00% |