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 | 1.61% | 0.78 CHF | 0.79 CHF | 70,000 | 20,000 | 70,000 | 20,000 | 54,534 CHF | 15,834 CHF | 93.15% | 93.15% |
12/07/2024 | 1.39% | 0.70 CHF | 0.71 CHF | 80,000 | 20,000 | 75,886 | 20,000 | 54,013 CHF | 14,448 CHF | 99.01% | 99.01% |
11/07/2024 | 1.54% | 0.74 CHF | 0.75 CHF | 70,000 | 20,000 | 70,000 | 20,000 | 51,887 CHF | 15,055 CHF | 99.08% | 99.08% |
10/07/2024 | 1.30% | 0.77 CHF | 0.78 CHF | 70,000 | 20,000 | 70,000 | 20,000 | 53,687 CHF | 15,539 CHF | 100.00% | 100.00% |
09/07/2024 | 1.36% | 0.71 CHF | 0.72 CHF | 80,000 | 20,000 | 70,941 | 20,000 | 51,738 CHF | 14,792 CHF | 100.00% | 100.00% |
08/07/2024 | 1.35% | 0.74 CHF | 0.75 CHF | 70,000 | 20,000 | 70,000 | 20,000 | 51,472 CHF | 14,906 CHF | 98.29% | 98.29% |
05/07/2024 | 1.31% | 0.74 CHF | 0.75 CHF | 70,000 | 20,000 | 70,000 | 20,000 | 53,028 CHF | 15,351 CHF | 93.65% | 93.65% |
04/07/2024 | 1.32% | 0.76 CHF | 0.77 CHF | 70,000 | 20,000 | 70,000 | 20,000 | 52,642 CHF | 15,241 CHF | 100.00% | 100.00% |
03/07/2024 | 1.41% | 0.73 CHF | 0.74 CHF | 70,000 | 25,000 | 75,516 | 25,000 | 53,221 CHF | 17,892 CHF | 99.73% | 99.73% |
02/07/2024 | 1.64% | 0.62 CHF | 0.63 CHF | 90,000 | 25,000 | 89,340 | 25,000 | 54,107 CHF | 15,395 CHF | 99.30% | 99.30% |