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 | 1.54% | 0.62 CHF | 0.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 32,222 CHF | 32,722 CHF | 99.45% | 99.51% |
12/07/2024 | 1.37% | 0.76 CHF | 0.77 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 43,657 CHF | 44,257 CHF | 99.49% | 99.49% |
11/07/2024 | 1.51% | 0.70 CHF | 0.71 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 46,173 CHF | 46,873 CHF | 99.51% | 99.51% |
10/07/2024 | 1.79% | 0.63 CHF | 0.64 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 44,592 CHF | 45,392 CHF | 99.51% | 99.51% |
09/07/2024 | 1.88% | 0.52 CHF | 0.53 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 42,212 CHF | 43,012 CHF | 99.60% | 99.60% |
08/07/2024 | 1.88% | 0.51 CHF | 0.52 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 36,837 CHF | 37,537 CHF | 99.54% | 99.56% |
05/07/2024 | 1.75% | 0.52 CHF | 0.53 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 39,767 CHF | 40,467 CHF | 99.54% | 99.54% |
04/07/2024 | 1.79% | 0.56 CHF | 0.57 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 38,857 CHF | 39,557 CHF | 99.55% | 99.55% |
03/07/2024 | 1.68% | 0.58 CHF | 0.59 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 41,201 CHF | 41,901 CHF | 99.52% | 99.52% |
02/07/2024 | 1.89% | 0.54 CHF | 0.55 CHF | 70,000 | 70,000 | 64,038 | 64,038 | 33,525 CHF | 34,166 CHF | 99.53% | 99.59% |