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 | 1.55% | 0.65 CHF | 0.66 CHF | 80,000 | 50,000 | 81,873 | 50,000 | 52,509 CHF | 32,592 CHF | 99.72% | 99.72% |
12/07/2024 | 1.58% | 0.63 CHF | 0.64 CHF | 80,000 | 50,000 | 83,043 | 50,000 | 52,034 CHF | 31,843 CHF | 99.01% | 99.01% |
11/07/2024 | 1.69% | 0.60 CHF | 0.61 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 52,895 CHF | 29,886 CHF | 99.08% | 99.08% |
10/07/2024 | 1.68% | 0.58 CHF | 0.59 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 53,185 CHF | 30,047 CHF | 100.00% | 100.00% |
09/07/2024 | 1.65% | 0.59 CHF | 0.60 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 54,175 CHF | 30,597 CHF | 100.00% | 100.00% |
08/07/2024 | 1.73% | 0.59 CHF | 0.60 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 51,639 CHF | 29,188 CHF | 100.00% | 100.00% |
05/07/2024 | 1.79% | 0.57 CHF | 0.58 CHF | 90,000 | 50,000 | 97,092 | 50,000 | 53,749 CHF | 28,194 CHF | 98.98% | 98.98% |
04/07/2024 | 1.75% | 0.56 CHF | 0.57 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 50,872 CHF | 28,762 CHF | 100.00% | 100.00% |
03/07/2024 | 1.75% | 0.58 CHF | 0.59 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 50,919 CHF | 28,788 CHF | 100.00% | 100.00% |
02/07/2024 | 1.69% | 0.59 CHF | 0.60 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 52,757 CHF | 29,810 CHF | 100.00% | 100.00% |