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 | 2.22% | 3.98 CHF | 4.03 CHF | 50,000 | 50,000 | 26,637 | 18,849 | 105,636 CHF | 76,212 CHF | 97.84% | 97.84% |
12/07/2024 | 2.21% | 4.01 CHF | 4.06 CHF | 50,000 | 50,000 | 26,674 | 18,898 | 106,139 CHF | 76,502 CHF | 97.30% | 97.30% |
11/07/2024 | 2.01% | 4.06 CHF | 4.11 CHF | 50,000 | 50,000 | 26,546 | 18,728 | 115,061 CHF | 81,870 CHF | 99.15% | 99.15% |
10/07/2024 | 2.00% | 4.29 CHF | 4.34 CHF | 50,000 | 50,000 | 26,541 | 18,721 | 116,879 CHF | 83,623 CHF | 99.28% | 99.28% |
09/07/2024 | 2.00% | 4.46 CHF | 4.51 CHF | 50,000 | 50,000 | 26,515 | 18,687 | 117,277 CHF | 84,096 CHF | 99.65% | 99.65% |
08/07/2024 | 1.99% | 4.42 CHF | 4.47 CHF | 50,000 | 50,000 | 26,523 | 18,697 | 117,596 CHF | 84,246 CHF | 99.54% | 99.54% |
05/07/2024 | 2.04% | 4.44 CHF | 4.49 CHF | 50,000 | 50,000 | 26,610 | 18,813 | 115,907 CHF | 83,796 CHF | 98.27% | 98.27% |
04/07/2024 | 2.30% | 4.32 CHF | 4.42 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 85,963 CHF | 43,981 CHF | 99.02% | 99.02% |
03/07/2024 | 1.96% | 4.28 CHF | 4.33 CHF | 50,000 | 50,000 | 26,575 | 18,767 | 118,010 CHF | 84,069 CHF | 98.75% | 98.75% |
02/07/2024 | 2.09% | 4.31 CHF | 4.36 CHF | 50,000 | 50,000 | 26,510 | 18,680 | 112,144 CHF | 80,381 CHF | 99.59% | 99.59% |