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 | 0.93% | 1.08 CHF | 1.09 CHF | 60,000 | 60,000 | 52,188 | 36,565 | 56,091 CHF | 39,614 CHF | 98.98% | 98.98% |
12/07/2024 | 1.00% | 1.04 CHF | 1.05 CHF | 60,000 | 60,000 | 59,972 | 37,858 | 59,545 CHF | 38,210 CHF | 82.70% | 82.70% |
11/07/2024 | 1.02% | 0.99 CHF | 1.00 CHF | 60,000 | 60,000 | 58,778 | 36,549 | 57,533 CHF | 36,206 CHF | 99.22% | 99.22% |
10/07/2024 | 1.07% | 0.95 CHF | 0.96 CHF | 60,000 | 60,000 | 60,000 | 36,523 | 55,566 CHF | 34,378 CHF | 99.62% | 99.62% |
18/06/2024 | 1.49% | 0.70 CHF | 0.71 CHF | 80,000 | 60,000 | 80,000 | 36,498 | 53,394 CHF | 24,916 CHF | 99.52% | 99.52% |
17/06/2024 | 1.56% | 0.66 CHF | 0.67 CHF | 80,000 | 60,000 | 80,151 | 34,492 | 50,924 CHF | 22,368 CHF | 91.75% | 91.75% |
14/06/2024 | 1.48% | 0.64 CHF | 0.65 CHF | 80,000 | 60,000 | 80,000 | 35,911 | 53,548 CHF | 24,238 CHF | 97.15% | 97.15% |
13/06/2024 | 1.43% | 0.66 CHF | 0.67 CHF | 80,000 | 60,000 | 79,738 | 36,537 | 55,217 CHF | 25,620 CHF | 99.40% | 99.40% |
03/06/2024 | 1.15% | 0.87 CHF | 0.88 CHF | 60,000 | 60,000 | 60,000 | 31,741 | 51,654 CHF | 27,651 CHF | 82.82% | 82.82% |
31/05/2024 | 1.15% | 0.86 CHF | 0.87 CHF | 60,000 | 60,000 | 60,000 | 36,282 | 51,828 CHF | 31,754 CHF | 98.67% | 98.67% |