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% | 0.70 CHF | 0.71 CHF | 80,000 | 50,000 | 78,412 | 50,000 | 54,618 CHF | 35,353 CHF | 99.71% | 99.71% |
12/07/2024 | 1.45% | 0.69 CHF | 0.70 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 54,602 CHF | 34,626 CHF | 99.01% | 99.01% |
11/07/2024 | 1.54% | 0.65 CHF | 0.66 CHF | 80,000 | 50,000 | 80,627 | 50,000 | 51,823 CHF | 32,647 CHF | 99.08% | 99.08% |
10/07/2024 | 1.53% | 0.64 CHF | 0.65 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 51,774 CHF | 32,859 CHF | 100.00% | 100.00% |
09/07/2024 | 1.51% | 0.64 CHF | 0.65 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 52,552 CHF | 33,345 CHF | 100.00% | 100.00% |
08/07/2024 | 1.58% | 0.64 CHF | 0.65 CHF | 80,000 | 50,000 | 82,285 | 50,000 | 51,771 CHF | 31,971 CHF | 100.00% | 100.00% |
05/07/2024 | 1.62% | 0.62 CHF | 0.63 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 54,948 CHF | 31,027 CHF | 98.98% | 98.98% |
04/07/2024 | 1.60% | 0.62 CHF | 0.63 CHF | 90,000 | 50,000 | 89,142 | 50,000 | 55,272 CHF | 31,507 CHF | 100.00% | 100.00% |
03/07/2024 | 1.60% | 0.64 CHF | 0.65 CHF | 80,000 | 50,000 | 87,683 | 50,000 | 54,299 CHF | 31,486 CHF | 100.00% | 100.00% |
02/07/2024 | 1.55% | 0.64 CHF | 0.65 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 51,363 CHF | 32,602 CHF | 100.00% | 100.00% |