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 | 2.09% | 0.99 CHF | 1.01 CHF | 56,642 | 50,000 | 54,429 | 50,000 | 54,226 CHF | 50,906 CHF | 75.67% | 75.67% |
12/07/2024 | 2.18% | 1.00 CHF | 1.02 CHF | 50,000 | 50,000 | 53,163 | 50,000 | 52,966 CHF | 50,990 CHF | 64.21% | 64.21% |
11/07/2024 | 2.26% | 1.01 CHF | 1.03 CHF | 50,000 | 50,000 | 55,974 | 50,000 | 54,771 CHF | 50,082 CHF | 95.80% | 95.80% |
10/07/2024 | 2.28% | 0.99 CHF | 1.01 CHF | 57,895 | 50,000 | 58,035 | 50,000 | 55,258 CHF | 48,706 CHF | 100.00% | 100.00% |
09/07/2024 | 2.33% | 0.94 CHF | 0.96 CHF | 58,405 | 50,000 | 57,379 | 50,000 | 55,890 CHF | 49,858 CHF | 95.17% | 95.17% |
08/07/2024 | 2.25% | 0.93 CHF | 0.95 CHF | 58,572 | 50,000 | 58,755 | 50,000 | 54,942 CHF | 47,819 CHF | 98.90% | 98.90% |
05/07/2024 | 2.41% | 0.93 CHF | 0.95 CHF | 59,695 | 50,000 | 59,703 | 50,000 | 55,198 CHF | 47,354 CHF | 97.81% | 97.81% |
04/07/2024 | 2.38% | 0.91 CHF | 0.93 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 53,560 CHF | 45,707 CHF | 98.20% | 98.20% |
03/07/2024 | 2.62% | 0.81 CHF | 0.84 CHF | 62,739 | 50,000 | 63,286 | 50,000 | 51,278 CHF | 41,590 CHF | 99.82% | 99.82% |
02/07/2024 | 2.98% | 0.75 CHF | 0.77 CHF | 65,447 | 50,000 | 66,352 | 50,000 | 48,683 CHF | 37,797 CHF | 96.66% | 96.66% |