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 | 1.77% | 0.84 CHF | 0.86 CHF | 60,000 | 50,000 | 60,797 | 50,000 | 52,369 CHF | 43,864 CHF | 99.68% | 99.68% |
12/07/2024 | 1.81% | 0.85 CHF | 0.86 CHF | 60,000 | 50,000 | 68,066 | 50,000 | 54,388 CHF | 40,769 CHF | 99.01% | 99.01% |
11/07/2024 | 2.10% | 0.78 CHF | 0.80 CHF | 70,000 | 50,000 | 70,065 | 50,000 | 52,513 CHF | 38,271 CHF | 99.08% | 99.08% |
10/07/2024 | 2.15% | 0.71 CHF | 0.73 CHF | 80,000 | 50,000 | 79,442 | 50,000 | 54,503 CHF | 35,062 CHF | 100.00% | 100.00% |
09/07/2024 | 1.94% | 0.65 CHF | 0.66 CHF | 80,000 | 50,000 | 79,931 | 50,000 | 55,330 CHF | 35,289 CHF | 100.00% | 100.00% |
08/07/2024 | 1.92% | 0.67 CHF | 0.68 CHF | 80,000 | 50,000 | 79,952 | 50,000 | 54,949 CHF | 35,029 CHF | 100.00% | 100.00% |
05/07/2024 | 2.16% | 0.65 CHF | 0.66 CHF | 80,000 | 50,000 | 80,329 | 50,000 | 51,388 CHF | 32,692 CHF | 98.98% | 98.98% |
04/07/2024 | 2.50% | 0.57 CHF | 0.59 CHF | 90,000 | 50,000 | 92,234 | 50,000 | 52,551 CHF | 29,237 CHF | 69.70% | 69.70% |
03/07/2024 | 2.60% | 0.52 CHF | 0.54 CHF | 100,000 | 50,000 | 99,333 | 50,000 | 53,467 CHF | 27,629 CHF | 98.51% | 98.51% |
02/07/2024 | 2.65% | 0.48 CHF | 0.49 CHF | 101,665 | 50,000 | 102,621 | 50,000 | 44,970 CHF | 22,506 CHF | 100.00% | 100.00% |