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 | 1.47% | 0.65 CHF | 0.66 CHF | 80,000 | 50,000 | 79,946 | 50,000 | 54,074 CHF | 34,320 CHF | 99.72% | 99.72% |
12/07/2024 | 1.39% | 0.72 CHF | 0.73 CHF | 70,000 | 50,000 | 75,781 | 50,000 | 54,016 CHF | 36,162 CHF | 99.01% | 99.01% |
11/07/2024 | 1.65% | 0.72 CHF | 0.73 CHF | 70,000 | 50,000 | 70,152 | 50,000 | 51,701 CHF | 37,466 CHF | 99.09% | 99.09% |
10/07/2024 | 1.40% | 0.71 CHF | 0.72 CHF | 80,000 | 50,000 | 78,461 | 50,000 | 55,476 CHF | 35,868 CHF | 100.00% | 100.00% |
09/07/2024 | 1.54% | 0.68 CHF | 0.69 CHF | 80,000 | 50,000 | 70,478 | 50,000 | 52,178 CHF | 37,603 CHF | 100.00% | 100.00% |
08/07/2024 | 1.46% | 0.77 CHF | 0.78 CHF | 70,000 | 50,000 | 70,188 | 50,000 | 53,960 CHF | 39,012 CHF | 100.00% | 100.00% |
05/07/2024 | 1.46% | 0.71 CHF | 0.72 CHF | 80,000 | 50,000 | 80,165 | 50,000 | 54,380 CHF | 34,448 CHF | 98.86% | 98.86% |
04/07/2024 | 1.96% | 0.61 CHF | 0.62 CHF | 90,000 | 50,000 | 82,947 | 50,000 | 52,449 CHF | 32,271 CHF | 100.00% | 100.00% |
03/07/2024 | 1.60% | 0.62 CHF | 0.63 CHF | 90,000 | 50,000 | 85,270 | 50,000 | 52,823 CHF | 31,502 CHF | 99.82% | 99.82% |
02/07/2024 | 1.99% | 0.63 CHF | 0.64 CHF | 80,000 | 50,000 | 89,373 | 50,000 | 53,574 CHF | 30,586 CHF | 100.00% | 100.00% |