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 | 3.28% | 0.90 CHF | 0.93 CHF | 60,000 | 25,000 | 59,430 | 25,000 | 53,683 CHF | 23,363 CHF | 98.73% | 98.73% |
12/07/2024 | 3.22% | 0.96 CHF | 0.99 CHF | 60,000 | 25,000 | 51,917 | 25,000 | 54,484 CHF | 27,165 CHF | 99.26% | 99.26% |
11/07/2024 | 3.36% | 1.10 CHF | 1.14 CHF | 50,000 | 25,000 | 49,209 | 25,000 | 58,833 CHF | 30,939 CHF | 94.84% | 94.84% |
10/07/2024 | 2.88% | 1.38 CHF | 1.42 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 57,623 CHF | 37,066 CHF | 99.44% | 99.44% |
09/07/2024 | 4.43% | 1.38 CHF | 1.44 CHF | 12,500 | 12,500 | 14,478 | 13,391 | 18,343 CHF | 17,650 CHF | 99.84% | 99.84% |
08/07/2024 | 2.21% | 1.29 CHF | 1.32 CHF | 40,000 | 25,000 | 42,235 | 25,000 | 55,259 CHF | 33,565 CHF | 99.18% | 99.18% |
05/07/2024 | 1.77% | 1.63 CHF | 1.65 CHF | 40,000 | 25,000 | 39,329 | 25,000 | 58,882 CHF | 38,174 CHF | 99.49% | 99.49% |
04/07/2024 | 2.07% | 1.54 CHF | 1.58 CHF | 40,000 | 20,000 | 38,651 | 20,000 | 61,364 CHF | 32,492 CHF | 98.25% | 98.25% |
03/07/2024 | 2.11% | 1.82 CHF | 1.86 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 58,658 CHF | 39,937 CHF | 99.31% | 99.31% |
02/07/2024 | 1.40% | 2.24 CHF | 2.27 CHF | 30,000 | 20,000 | 29,044 | 20,000 | 68,758 CHF | 48,109 CHF | 93.36% | 93.36% |