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 | 1.43% | 0.94 CHF | 0.95 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 57,631 CHF | 48,716 CHF | 99.68% | 99.68% |
12/07/2024 | 1.64% | 0.95 CHF | 0.96 CHF | 60,000 | 50,000 | 60,638 | 50,000 | 54,479 CHF | 45,697 CHF | 99.01% | 99.01% |
11/07/2024 | 1.63% | 0.88 CHF | 0.90 CHF | 60,000 | 50,000 | 61,606 | 50,000 | 52,259 CHF | 43,139 CHF | 99.08% | 99.08% |
10/07/2024 | 1.91% | 0.81 CHF | 0.83 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 54,933 CHF | 39,994 CHF | 100.00% | 100.00% |
09/07/2024 | 1.69% | 0.75 CHF | 0.76 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 55,345 CHF | 40,205 CHF | 100.00% | 100.00% |
08/07/2024 | 1.58% | 0.77 CHF | 0.78 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 55,043 CHF | 39,942 CHF | 100.00% | 100.00% |
05/07/2024 | 1.81% | 0.75 CHF | 0.76 CHF | 70,000 | 50,000 | 70,295 | 50,000 | 51,960 CHF | 37,642 CHF | 98.98% | 98.98% |
04/07/2024 | 1.95% | 0.67 CHF | 0.68 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 53,369 CHF | 34,010 CHF | 100.00% | 100.00% |
03/07/2024 | 2.02% | 0.62 CHF | 0.64 CHF | 90,000 | 50,000 | 81,943 | 50,000 | 52,300 CHF | 32,587 CHF | 100.00% | 100.00% |
02/07/2024 | 2.31% | 0.57 CHF | 0.59 CHF | 90,000 | 50,000 | 97,518 | 50,000 | 52,391 CHF | 27,556 CHF | 94.61% | 94.61% |