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 | 2.23% | 0.95 CHF | 0.96 CHF | 60,000 | 50,000 | 41,840 | 37,028 | 39,803 CHF | 35,989 CHF | 93.84% | 93.84% |
12/07/2024 | 1.78% | 0.95 CHF | 0.97 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 54,601 CHF | 46,317 CHF | 81.73% | 81.73% |
11/07/2024 | 1.76% | 0.93 CHF | 0.94 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 55,450 CHF | 47,031 CHF | 83.80% | 83.80% |
10/07/2024 | 1.63% | 0.92 CHF | 0.93 CHF | 60,000 | 50,000 | 52,553 | 50,000 | 52,290 CHF | 50,665 CHF | 98.54% | 98.54% |
09/07/2024 | 1.57% | 1.06 CHF | 1.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,250 CHF | 53,078 CHF | 100.00% | 100.00% |
08/07/2024 | 1.55% | 1.04 CHF | 1.05 CHF | 50,000 | 50,000 | 50,002 | 50,000 | 51,196 CHF | 51,992 CHF | 100.00% | 100.00% |
05/07/2024 | 1.59% | 1.05 CHF | 1.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,573 CHF | 53,416 CHF | 98.87% | 98.87% |
04/07/2024 | 2.30% | 1.11 CHF | 1.13 CHF | 50,000 | 50,000 | 26,857 | 26,857 | 29,171 CHF | 29,827 CHF | 100.00% | 100.00% |
03/07/2024 | 2.40% | 1.08 CHF | 1.11 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 27,236 CHF | 27,899 CHF | 99.73% | 99.73% |
02/07/2024 | 2.45% | 1.05 CHF | 1.08 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 27,120 CHF | 27,794 CHF | 98.53% | 98.53% |