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 | 1.33% | 0.84 CHF | 0.85 CHF | 60,000 | 50,000 | 61,786 | 50,000 | 49,589 CHF | 40,666 CHF | 68.57% | 68.57% |
12/07/2024 | 1.20% | 0.83 CHF | 0.84 CHF | 62,438 | 50,000 | 60,071 | 50,000 | 51,766 CHF | 43,608 CHF | 99.01% | 99.01% |
11/07/2024 | 1.11% | 0.88 CHF | 0.89 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 55,886 CHF | 47,093 CHF | 99.09% | 99.09% |
10/07/2024 | 1.09% | 0.96 CHF | 0.97 CHF | 60,000 | 50,000 | 59,847 | 50,000 | 58,115 CHF | 49,091 CHF | 100.00% | 100.00% |
09/07/2024 | 1.13% | 0.98 CHF | 0.99 CHF | 60,000 | 50,000 | 59,843 | 50,000 | 54,000 CHF | 45,644 CHF | 100.00% | 100.00% |
08/07/2024 | 1.25% | 0.91 CHF | 0.92 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 53,916 CHF | 45,494 CHF | 100.00% | 100.00% |
05/07/2024 | 1.13% | 0.87 CHF | 0.88 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 53,043 CHF | 44,702 CHF | 98.86% | 98.86% |
04/07/2024 | 1.04% | 0.95 CHF | 0.96 CHF | 60,000 | 50,000 | 59,925 | 50,000 | 57,383 CHF | 48,382 CHF | 100.00% | 100.00% |
03/07/2024 | 1.03% | 1.02 CHF | 1.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,420 CHF | 52,964 CHF | 99.82% | 99.82% |
02/07/2024 | 0.89% | 1.06 CHF | 1.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,695 CHF | 56,195 CHF | 100.00% | 100.00% |