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 | 2.05% | 0.82 CHF | 0.83 CHF | 70,000 | 50,000 | 61,764 | 50,000 | 53,271 CHF | 44,086 CHF | 99.72% | 99.72% |
12/07/2024 | 3.25% | 0.88 CHF | 0.91 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 21,589 CHF | 22,302 CHF | 99.01% | 99.01% |
11/07/2024 | 3.14% | 0.88 CHF | 0.91 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 21,852 CHF | 22,549 CHF | 99.08% | 99.08% |
10/07/2024 | 3.46% | 0.83 CHF | 0.86 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 20,522 CHF | 21,244 CHF | 99.81% | 99.81% |
09/07/2024 | 3.22% | 0.85 CHF | 0.88 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 21,700 CHF | 22,410 CHF | 100.00% | 100.00% |
08/07/2024 | 2.10% | 0.87 CHF | 0.89 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 54,555 CHF | 46,427 CHF | 100.00% | 100.00% |
05/07/2024 | 2.07% | 0.92 CHF | 0.94 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 54,578 CHF | 46,430 CHF | 98.86% | 98.86% |
04/07/2024 | 2.03% | 0.92 CHF | 0.94 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 55,156 CHF | 46,904 CHF | 100.00% | 100.00% |
03/07/2024 | 2.60% | 0.93 CHF | 0.95 CHF | 60,000 | 50,000 | 36,985 | 33,561 | 33,561 CHF | 31,195 CHF | 99.81% | 99.81% |
02/07/2024 | 2.34% | 0.81 CHF | 0.83 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 55,020 CHF | 40,232 CHF | 100.00% | 100.00% |