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 | 1.87% | 1.77 CHF | 1.79 CHF | 50,000 | 50,000 | 26,427 | 26,427 | 46,096 CHF | 46,859 CHF | 99.33% | 99.33% |
12/07/2024 | 1.83% | 1.84 CHF | 1.86 CHF | 30,000 | 25,000 | 30,000 | 20,015 | 55,893 CHF | 37,899 CHF | 99.63% | 99.63% |
11/07/2024 | 1.83% | 1.96 CHF | 1.98 CHF | 50,000 | 50,000 | 34,563 | 26,844 | 65,722 CHF | 52,039 CHF | 93.14% | 93.14% |
10/07/2024 | 1.68% | 1.97 CHF | 1.98 CHF | 50,000 | 50,000 | 27,978 | 27,978 | 53,955 CHF | 54,732 CHF | 80.02% | 80.02% |
09/07/2024 | 1.77% | 1.86 CHF | 1.88 CHF | 50,000 | 50,000 | 26,407 | 26,407 | 47,196 CHF | 47,933 CHF | 99.61% | 99.61% |
08/07/2024 | 1.73% | 1.71 CHF | 1.73 CHF | 50,000 | 50,000 | 26,411 | 26,411 | 43,807 CHF | 44,482 CHF | 99.60% | 99.60% |
05/07/2024 | 1.75% | 1.66 CHF | 1.68 CHF | 50,000 | 50,000 | 26,527 | 26,527 | 44,580 CHF | 45,271 CHF | 98.28% | 98.28% |
04/07/2024 | 1.77% | 1.69 CHF | 1.70 CHF | 50,000 | 50,000 | 27,272 | 27,272 | 46,143 CHF | 46,865 CHF | 88.23% | 88.23% |
03/07/2024 | 1.75% | 1.70 CHF | 1.72 CHF | 50,000 | 50,000 | 26,441 | 26,441 | 45,290 CHF | 46,005 CHF | 99.61% | 99.61% |
02/07/2024 | 1.74% | 1.85 CHF | 1.87 CHF | 50,000 | 50,000 | 34,270 | 26,405 | 65,552 CHF | 51,170 CHF | 99.63% | 99.63% |