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 | 2.26% | 0.91 CHF | 0.93 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 54,294 CHF | 46,281 CHF | 98.73% | 98.73% |
12/07/2024 | 2.40% | 0.88 CHF | 0.90 CHF | 60,000 | 50,000 | 62,554 | 50,000 | 52,817 CHF | 43,308 CHF | 99.38% | 99.38% |
11/07/2024 | 2.56% | 0.83 CHF | 0.85 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 56,243 CHF | 41,214 CHF | 95.06% | 95.06% |
10/07/2024 | 2.68% | 0.76 CHF | 0.78 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 52,038 CHF | 38,180 CHF | 99.42% | 99.42% |
09/07/2024 | 3.64% | 0.75 CHF | 0.78 CHF | 25,000 | 25,000 | 27,793 | 26,552 | 22,090 CHF | 21,878 CHF | 97.84% | 97.84% |
08/07/2024 | 1.50% | 0.80 CHF | 0.82 CHF | 70,000 | 50,000 | 69,995 | 50,000 | 55,982 CHF | 40,593 CHF | 98.22% | 98.22% |
05/07/2024 | 1.52% | 0.73 CHF | 0.74 CHF | 70,000 | 50,000 | 70,490 | 50,000 | 53,580 CHF | 38,605 CHF | 99.45% | 99.45% |
04/07/2024 | 1.66% | 0.75 CHF | 0.76 CHF | 70,000 | 50,000 | 70,337 | 50,000 | 52,132 CHF | 37,686 CHF | 98.25% | 98.25% |
03/07/2024 | 1.72% | 0.70 CHF | 0.71 CHF | 80,000 | 50,000 | 79,924 | 50,000 | 54,700 CHF | 34,813 CHF | 97.39% | 97.39% |
02/07/2024 | 1.88% | 0.65 CHF | 0.66 CHF | 80,000 | 50,000 | 84,616 | 50,000 | 52,721 CHF | 31,787 CHF | 93.48% | 93.48% |