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 | 1.79% | 0.56 CHF | 0.57 CHF | 90,000 | 20,000 | 94,695 | 20,000 | 52,453 CHF | 11,286 CHF | 93.14% | 93.14% |
12/07/2024 | 1.59% | 0.64 CHF | 0.65 CHF | 80,000 | 20,000 | 84,121 | 20,000 | 52,517 CHF | 12,697 CHF | 99.01% | 99.01% |
11/07/2024 | 1.66% | 0.60 CHF | 0.61 CHF | 90,000 | 20,000 | 90,000 | 20,000 | 53,755 CHF | 12,146 CHF | 99.08% | 99.08% |
10/07/2024 | 1.73% | 0.57 CHF | 0.58 CHF | 90,000 | 20,000 | 90,000 | 20,000 | 51,454 CHF | 11,634 CHF | 100.00% | 100.00% |
09/07/2024 | 1.63% | 0.63 CHF | 0.64 CHF | 80,000 | 20,000 | 89,060 | 20,000 | 54,345 CHF | 12,408 CHF | 100.00% | 100.00% |
08/07/2024 | 1.64% | 0.60 CHF | 0.61 CHF | 90,000 | 20,000 | 90,000 | 20,000 | 54,421 CHF | 12,294 CHF | 98.29% | 98.29% |
05/07/2024 | 1.69% | 0.60 CHF | 0.61 CHF | 90,000 | 20,000 | 90,000 | 20,000 | 52,811 CHF | 11,936 CHF | 93.65% | 93.65% |
04/07/2024 | 1.68% | 0.59 CHF | 0.60 CHF | 90,000 | 20,000 | 90,000 | 20,000 | 53,210 CHF | 12,024 CHF | 100.00% | 100.00% |
03/07/2024 | 1.56% | 0.61 CHF | 0.62 CHF | 90,000 | 25,000 | 83,258 | 25,000 | 52,998 CHF | 16,182 CHF | 99.73% | 99.73% |
02/07/2024 | 1.35% | 0.72 CHF | 0.73 CHF | 70,000 | 25,000 | 70,103 | 25,000 | 51,618 CHF | 18,659 CHF | 100.00% | 100.00% |