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 | 1.88% | 0.66 CHF | 0.67 CHF | 80,000 | 20,000 | 80,000 | 20,000 | 52,937 CHF | 13,486 CHF | 93.14% | 93.14% |
12/07/2024 | 1.67% | 0.58 CHF | 0.59 CHF | 90,000 | 20,000 | 90,000 | 20,000 | 53,566 CHF | 12,104 CHF | 99.01% | 99.01% |
11/07/2024 | 1.59% | 0.62 CHF | 0.63 CHF | 90,000 | 20,000 | 86,297 | 20,000 | 53,868 CHF | 12,693 CHF | 99.08% | 99.08% |
10/07/2024 | 1.53% | 0.65 CHF | 0.66 CHF | 80,000 | 20,000 | 80,201 | 20,000 | 51,988 CHF | 13,166 CHF | 100.00% | 100.00% |
09/07/2024 | 1.62% | 0.59 CHF | 0.60 CHF | 90,000 | 20,000 | 88,597 | 20,000 | 54,192 CHF | 12,441 CHF | 100.00% | 100.00% |
08/07/2024 | 1.61% | 0.62 CHF | 0.63 CHF | 90,000 | 20,000 | 87,773 | 20,000 | 54,150 CHF | 12,546 CHF | 98.29% | 98.29% |
05/07/2024 | 1.55% | 0.62 CHF | 0.63 CHF | 90,000 | 20,000 | 81,596 | 20,000 | 52,086 CHF | 12,976 CHF | 93.65% | 93.65% |
04/07/2024 | 1.57% | 0.64 CHF | 0.65 CHF | 80,000 | 20,000 | 80,134 | 20,000 | 50,794 CHF | 12,878 CHF | 100.00% | 100.00% |
03/07/2024 | 1.69% | 0.61 CHF | 0.62 CHF | 90,000 | 25,000 | 90,779 | 25,000 | 53,249 CHF | 14,923 CHF | 99.73% | 99.73% |
02/07/2024 | 2.03% | 0.51 CHF | 0.52 CHF | 100,000 | 25,000 | 104,558 | 25,000 | 50,987 CHF | 12,459 CHF | 100.00% | 100.00% |