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 | 2.62% | 0.64 CHF | 0.65 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 54,589 CHF | 35,024 CHF | 92.19% | 92.19% |
12/07/2024 | 4.04% | 0.70 CHF | 0.73 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,084 CHF | 17,789 CHF | 99.01% | 99.01% |
11/07/2024 | 3.94% | 0.70 CHF | 0.73 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,352 CHF | 18,049 CHF | 99.08% | 99.08% |
10/07/2024 | 4.44% | 0.65 CHF | 0.68 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,017 CHF | 16,744 CHF | 99.81% | 99.81% |
09/07/2024 | 4.02% | 0.67 CHF | 0.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,200 CHF | 17,906 CHF | 100.00% | 100.00% |
08/07/2024 | 2.55% | 0.69 CHF | 0.71 CHF | 80,000 | 50,000 | 72,177 | 50,000 | 52,544 CHF | 37,376 CHF | 100.00% | 100.00% |
05/07/2024 | 2.57% | 0.74 CHF | 0.75 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 51,041 CHF | 37,407 CHF | 98.86% | 98.86% |
04/07/2024 | 2.44% | 0.74 CHF | 0.76 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 51,721 CHF | 37,857 CHF | 100.00% | 100.00% |
03/07/2024 | 3.16% | 0.75 CHF | 0.77 CHF | 70,000 | 50,000 | 41,312 | 33,561 | 30,056 CHF | 25,154 CHF | 99.81% | 99.81% |
02/07/2024 | 3.00% | 0.63 CHF | 0.65 CHF | 80,000 | 50,000 | 89,128 | 50,000 | 54,012 CHF | 31,238 CHF | 100.00% | 100.00% |