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% | 0.62 CHF | 0.64 CHF | 90,000 | 50,000 | 86,270 | 50,000 | 53,474 CHF | 32,048 CHF | 99.73% | 99.73% |
12/07/2024 | 3.20% | 0.62 CHF | 0.64 CHF | 90,000 | 50,000 | 88,380 | 50,000 | 54,331 CHF | 31,751 CHF | 99.01% | 99.01% |
11/07/2024 | 3.13% | 0.62 CHF | 0.64 CHF | 90,000 | 50,000 | 81,812 | 50,000 | 51,379 CHF | 32,409 CHF | 99.09% | 99.09% |
10/07/2024 | 3.11% | 0.63 CHF | 0.65 CHF | 80,000 | 50,000 | 82,774 | 50,000 | 52,451 CHF | 32,707 CHF | 63.83% | 63.83% |
09/07/2024 | 3.20% | 0.61 CHF | 0.63 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 55,394 CHF | 31,774 CHF | 100.00% | 100.00% |
08/07/2024 | 3.13% | 0.62 CHF | 0.64 CHF | 90,000 | 50,000 | 82,730 | 50,000 | 52,416 CHF | 32,709 CHF | 100.00% | 100.00% |
05/07/2024 | 3.84% | 0.65 CHF | 0.67 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 53,162 CHF | 34,532 CHF | 98.86% | 98.86% |
04/07/2024 | 3.46% | 0.62 CHF | 0.65 CHF | 90,000 | 50,000 | 85,485 | 50,000 | 54,146 CHF | 32,833 CHF | 100.00% | 100.00% |
03/07/2024 | 3.34% | 0.67 CHF | 0.70 CHF | 80,000 | 50,000 | 89,156 | 50,000 | 53,822 CHF | 31,238 CHF | 99.82% | 99.82% |
02/07/2024 | 3.49% | 0.57 CHF | 0.59 CHF | 90,000 | 50,000 | 96,705 | 50,000 | 53,508 CHF | 28,664 CHF | 100.00% | 100.00% |