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 | 1.60% | 0.62 CHF | 0.63 CHF | 90,000 | 20,000 | 87,475 | 20,000 | 54,122 CHF | 12,581 CHF | 93.13% | 93.13% |
12/07/2024 | 1.80% | 0.54 CHF | 0.55 CHF | 100,000 | 20,000 | 96,038 | 20,000 | 52,846 CHF | 11,216 CHF | 99.01% | 99.01% |
11/07/2024 | 1.71% | 0.58 CHF | 0.59 CHF | 90,000 | 20,000 | 90,000 | 20,000 | 52,312 CHF | 11,825 CHF | 99.08% | 99.08% |
10/07/2024 | 1.63% | 0.61 CHF | 0.62 CHF | 90,000 | 20,000 | 90,000 | 20,000 | 54,626 CHF | 12,339 CHF | 100.00% | 100.00% |
09/07/2024 | 1.75% | 0.55 CHF | 0.56 CHF | 100,000 | 20,000 | 91,155 | 20,000 | 51,742 CHF | 11,558 CHF | 100.00% | 100.00% |
08/07/2024 | 1.73% | 0.58 CHF | 0.59 CHF | 90,000 | 20,000 | 90,002 | 20,000 | 51,575 CHF | 11,661 CHF | 98.29% | 98.29% |
05/07/2024 | 1.66% | 0.58 CHF | 0.59 CHF | 90,000 | 20,000 | 90,000 | 20,000 | 53,644 CHF | 12,121 CHF | 93.65% | 93.65% |
04/07/2024 | 1.68% | 0.59 CHF | 0.60 CHF | 90,000 | 20,000 | 90,000 | 20,000 | 53,120 CHF | 12,005 CHF | 100.00% | 100.00% |
03/07/2024 | 1.82% | 0.57 CHF | 0.58 CHF | 90,000 | 25,000 | 96,070 | 25,000 | 52,169 CHF | 13,845 CHF | 99.73% | 99.73% |
02/07/2024 | 2.29% | 0.46 CHF | 0.47 CHF | 110,000 | 25,000 | 115,885 | 25,000 | 49,986 CHF | 11,036 CHF | 49.66% | 49.66% |