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 | 3.60% | 2.68 CHF | 2.73 CHF | 50,000 | 50,000 | 34,073 | 18,714 | 84,231 CHF | 48,738 CHF | 99.32% | 99.32% |
12/07/2024 | 3.53% | 2.51 CHF | 2.56 CHF | 50,000 | 50,000 | 33,102 | 18,687 | 82,103 CHF | 47,791 CHF | 99.65% | 99.65% |
11/07/2024 | 2.83% | 2.65 CHF | 2.70 CHF | 30,000 | 30,000 | 22,178 | 11,227 | 67,827 CHF | 34,212 CHF | 99.18% | 99.18% |
10/07/2024 | 2.90% | 3.08 CHF | 3.13 CHF | 30,000 | 30,000 | 22,174 | 11,217 | 67,394 CHF | 35,179 CHF | 99.59% | 99.59% |
09/07/2024 | 2.93% | 3.08 CHF | 3.13 CHF | 30,000 | 30,000 | 22,160 | 11,183 | 67,084 CHF | 35,102 CHF | 99.49% | 99.49% |
08/07/2024 | 2.89% | 3.01 CHF | 3.06 CHF | 30,000 | 30,000 | 22,169 | 11,205 | 66,955 CHF | 34,124 CHF | 99.61% | 99.61% |
05/07/2024 | 3.21% | 3.11 CHF | 3.16 CHF | 30,000 | 30,000 | 22,201 | 11,282 | 61,884 CHF | 33,375 CHF | 98.33% | 98.33% |
04/07/2024 | 3.73% | 2.67 CHF | 2.77 CHF | 20,000 | 6,000 | 20,000 | 6,000 | 52,687 CHF | 16,406 CHF | 99.16% | 99.16% |
03/07/2024 | 3.40% | 2.62 CHF | 2.67 CHF | 50,000 | 50,000 | 26,531 | 18,690 | 67,885 CHF | 48,996 CHF | 99.65% | 99.65% |
02/07/2024 | 3.81% | 2.43 CHF | 2.48 CHF | 50,000 | 50,000 | 34,329 | 18,659 | 79,091 CHF | 44,601 CHF | 99.55% | 99.55% |