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 | 1.95% | 1.07 CHF | 1.09 CHF | 50,000 | 50,000 | 50,149 | 50,000 | 53,373 CHF | 54,273 CHF | 98.73% | 98.73% |
12/07/2024 | 2.07% | 1.04 CHF | 1.06 CHF | 50,000 | 50,000 | 56,038 | 50,000 | 55,173 CHF | 50,362 CHF | 99.38% | 99.38% |
11/07/2024 | 2.18% | 0.96 CHF | 0.98 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 55,470 CHF | 47,244 CHF | 94.88% | 94.88% |
10/07/2024 | 2.37% | 0.86 CHF | 0.88 CHF | 60,000 | 50,000 | 62,051 | 50,000 | 52,317 CHF | 43,192 CHF | 99.42% | 99.42% |
09/07/2024 | 3.20% | 0.86 CHF | 0.89 CHF | 25,000 | 25,000 | 27,172 | 26,552 | 24,677 CHF | 24,889 CHF | 97.84% | 97.84% |
08/07/2024 | 1.35% | 0.92 CHF | 0.93 CHF | 60,000 | 50,000 | 60,310 | 50,000 | 54,590 CHF | 45,892 CHF | 98.09% | 98.09% |
05/07/2024 | 1.46% | 0.81 CHF | 0.83 CHF | 70,000 | 50,000 | 61,866 | 50,000 | 52,996 CHF | 43,538 CHF | 99.57% | 99.57% |
04/07/2024 | 1.43% | 0.85 CHF | 0.86 CHF | 60,000 | 50,000 | 64,195 | 50,000 | 53,664 CHF | 42,458 CHF | 98.25% | 98.25% |
03/07/2024 | 1.53% | 0.78 CHF | 0.79 CHF | 70,000 | 50,000 | 71,110 | 50,000 | 53,679 CHF | 38,361 CHF | 97.40% | 97.40% |
02/07/2024 | 1.75% | 0.71 CHF | 0.72 CHF | 80,000 | 50,000 | 79,928 | 50,000 | 54,609 CHF | 34,766 CHF | 93.48% | 93.48% |