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 | 1.85% | 0.54 CHF | 0.55 CHF | 100,000 | 20,000 | 99,751 | 20,000 | 53,433 CHF | 10,915 CHF | 93.14% | 93.14% |
12/07/2024 | 1.63% | 0.62 CHF | 0.63 CHF | 90,000 | 20,000 | 89,914 | 20,000 | 54,632 CHF | 12,353 CHF | 99.01% | 99.01% |
11/07/2024 | 1.71% | 0.58 CHF | 0.59 CHF | 90,000 | 20,000 | 90,338 | 20,000 | 52,274 CHF | 11,775 CHF | 99.08% | 99.08% |
10/07/2024 | 1.79% | 0.55 CHF | 0.56 CHF | 100,000 | 20,000 | 96,935 | 20,000 | 53,580 CHF | 11,261 CHF | 100.00% | 100.00% |
09/07/2024 | 1.68% | 0.61 CHF | 0.62 CHF | 90,000 | 20,000 | 90,000 | 20,000 | 53,291 CHF | 12,042 CHF | 100.00% | 100.00% |
08/07/2024 | 1.69% | 0.58 CHF | 0.59 CHF | 90,000 | 20,000 | 90,000 | 20,000 | 52,827 CHF | 11,939 CHF | 98.29% | 98.29% |
05/07/2024 | 1.74% | 0.59 CHF | 0.60 CHF | 90,000 | 20,000 | 91,735 | 20,000 | 52,183 CHF | 11,584 CHF | 93.65% | 93.65% |
04/07/2024 | 1.73% | 0.57 CHF | 0.58 CHF | 90,000 | 20,000 | 90,000 | 20,000 | 51,512 CHF | 11,647 CHF | 100.00% | 100.00% |
03/07/2024 | 1.61% | 0.59 CHF | 0.60 CHF | 90,000 | 25,000 | 86,706 | 25,000 | 53,491 CHF | 15,696 CHF | 99.73% | 99.73% |
02/07/2024 | 1.38% | 0.70 CHF | 0.71 CHF | 80,000 | 25,000 | 75,932 | 25,000 | 54,431 CHF | 18,195 CHF | 100.00% | 100.00% |