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% | 0.87 CHF | 0.89 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 54,881 CHF | 46,637 CHF | 99.72% | 99.72% |
12/07/2024 | 3.11% | 0.93 CHF | 0.96 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 22,856 CHF | 23,578 CHF | 99.01% | 99.01% |
11/07/2024 | 2.83% | 0.93 CHF | 0.96 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 23,149 CHF | 23,815 CHF | 99.04% | 99.04% |
10/07/2024 | 3.16% | 0.88 CHF | 0.91 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 21,809 CHF | 22,509 CHF | 99.81% | 99.81% |
09/07/2024 | 2.93% | 0.90 CHF | 0.93 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 22,994 CHF | 23,678 CHF | 100.00% | 100.00% |
08/07/2024 | 2.00% | 0.92 CHF | 0.94 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 57,570 CHF | 48,945 CHF | 100.00% | 100.00% |
05/07/2024 | 1.96% | 0.97 CHF | 0.99 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 57,609 CHF | 48,958 CHF | 98.86% | 98.86% |
04/07/2024 | 2.01% | 0.97 CHF | 0.99 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 58,166 CHF | 49,454 CHF | 100.00% | 100.00% |
03/07/2024 | 2.39% | 0.98 CHF | 1.00 CHF | 60,000 | 50,000 | 36,985 | 33,561 | 35,465 CHF | 32,906 CHF | 99.81% | 99.81% |
02/07/2024 | 2.15% | 0.86 CHF | 0.88 CHF | 60,000 | 50,000 | 65,300 | 50,000 | 54,588 CHF | 42,745 CHF | 100.00% | 100.00% |