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 | 1.38% | 1.83 CHF | 1.84 CHF | 50,000 | 50,000 | 29,828 | 29,828 | 54,860 CHF | 55,551 CHF | 99.33% | 99.33% |
12/07/2024 | 1.43% | 1.77 CHF | 1.79 CHF | 50,000 | 50,000 | 29,814 | 29,814 | 52,311 CHF | 52,985 CHF | 99.63% | 99.63% |
11/07/2024 | 1.46% | 1.69 CHF | 1.70 CHF | 50,000 | 50,000 | 30,093 | 30,093 | 51,903 CHF | 52,597 CHF | 92.90% | 92.90% |
10/07/2024 | 1.41% | 1.70 CHF | 1.71 CHF | 50,000 | 50,000 | 30,993 | 30,993 | 53,191 CHF | 53,868 CHF | 80.03% | 80.03% |
09/07/2024 | 1.44% | 1.78 CHF | 1.79 CHF | 50,000 | 50,000 | 29,813 | 29,813 | 54,488 CHF | 55,201 CHF | 99.61% | 99.61% |
08/07/2024 | 1.37% | 1.90 CHF | 1.91 CHF | 50,000 | 50,000 | 29,816 | 29,816 | 57,827 CHF | 58,554 CHF | 99.61% | 99.61% |
05/07/2024 | 1.34% | 1.95 CHF | 1.97 CHF | 50,000 | 50,000 | 29,924 | 29,924 | 57,761 CHF | 58,475 CHF | 98.16% | 98.16% |
04/07/2024 | 1.40% | 1.94 CHF | 1.95 CHF | 50,000 | 50,000 | 30,528 | 30,528 | 58,780 CHF | 59,526 CHF | 88.23% | 88.23% |
03/07/2024 | 1.36% | 1.93 CHF | 1.94 CHF | 50,000 | 50,000 | 29,845 | 29,845 | 57,148 CHF | 57,857 CHF | 99.63% | 99.63% |
02/07/2024 | 1.48% | 1.82 CHF | 1.84 CHF | 50,000 | 50,000 | 29,766 | 29,766 | 52,729 CHF | 53,433 CHF | 99.41% | 99.41% |