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 | 2.00% | 0.52 CHF | 0.53 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 29,728 CHF | 30,328 CHF | 99.44% | 99.49% |
12/07/2024 | 1.96% | 0.55 CHF | 0.56 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 30,350 CHF | 30,950 CHF | 99.52% | 99.52% |
11/07/2024 | 1.85% | 0.53 CHF | 0.54 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 32,109 CHF | 32,709 CHF | 99.47% | 99.47% |
10/07/2024 | 1.71% | 0.57 CHF | 0.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 29,056 CHF | 29,556 CHF | 99.57% | 99.57% |
09/07/2024 | 1.65% | 0.58 CHF | 0.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 30,061 CHF | 30,561 CHF | 99.48% | 99.48% |
08/07/2024 | 1.56% | 0.62 CHF | 0.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 31,892 CHF | 32,392 CHF | 99.59% | 99.59% |
05/07/2024 | 1.60% | 0.62 CHF | 0.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 30,990 CHF | 31,490 CHF | 99.52% | 99.52% |
04/07/2024 | 1.70% | 0.60 CHF | 0.61 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 35,093 CHF | 35,693 CHF | 99.53% | 99.53% |
03/07/2024 | 1.77% | 0.59 CHF | 0.60 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 33,605 CHF | 34,205 CHF | 99.57% | 99.57% |
02/07/2024 | 1.97% | 0.50 CHF | 0.51 CHF | 60,000 | 60,000 | 54,037 | 54,037 | 27,152 CHF | 27,692 CHF | 99.52% | 99.52% |