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 | 3.20% | 0.95 CHF | 0.98 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 56,891 CHF | 48,949 CHF | 98.73% | 98.73% |
12/07/2024 | 3.04% | 0.92 CHF | 0.95 CHF | 60,000 | 50,000 | 62,421 | 50,000 | 53,810 CHF | 44,533 CHF | 99.38% | 99.38% |
11/07/2024 | 2.55% | 0.84 CHF | 0.86 CHF | 60,000 | 50,000 | 69,917 | 50,000 | 55,576 CHF | 40,772 CHF | 94.91% | 94.91% |
10/07/2024 | 2.83% | 0.73 CHF | 0.75 CHF | 70,000 | 50,000 | 78,346 | 50,000 | 55,061 CHF | 36,169 CHF | 99.42% | 99.42% |
09/07/2024 | 3.74% | 0.72 CHF | 0.75 CHF | 25,000 | 25,000 | 27,793 | 26,552 | 21,490 CHF | 21,319 CHF | 97.84% | 97.84% |
08/07/2024 | 1.58% | 0.78 CHF | 0.79 CHF | 70,000 | 50,000 | 70,441 | 50,000 | 54,346 CHF | 39,215 CHF | 98.23% | 98.23% |
05/07/2024 | 1.66% | 0.67 CHF | 0.68 CHF | 80,000 | 50,000 | 72,275 | 50,000 | 51,929 CHF | 36,600 CHF | 99.58% | 99.58% |
04/07/2024 | 1.64% | 0.71 CHF | 0.72 CHF | 80,000 | 50,000 | 78,236 | 50,000 | 54,478 CHF | 35,424 CHF | 98.25% | 98.25% |
03/07/2024 | 1.94% | 0.63 CHF | 0.64 CHF | 80,000 | 50,000 | 87,453 | 50,000 | 52,713 CHF | 30,784 CHF | 97.40% | 97.40% |
02/07/2024 | 2.22% | 0.56 CHF | 0.57 CHF | 90,000 | 50,000 | 100,455 | 50,000 | 52,689 CHF | 26,835 CHF | 93.48% | 93.48% |