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 | 1.40% | 0.86 CHF | 0.87 CHF | 60,000 | 50,000 | 41,843 | 37,028 | 36,281 CHF | 32,569 CHF | 93.85% | 93.85% |
12/07/2024 | 1.19% | 0.87 CHF | 0.88 CHF | 60,000 | 50,000 | 67,000 | 50,000 | 55,822 CHF | 42,183 CHF | 81.73% | 81.73% |
11/07/2024 | 1.17% | 0.85 CHF | 0.86 CHF | 60,000 | 50,000 | 60,630 | 50,000 | 51,334 CHF | 42,843 CHF | 83.79% | 83.79% |
10/07/2024 | 1.10% | 0.84 CHF | 0.85 CHF | 60,000 | 50,000 | 60,045 | 50,000 | 54,511 CHF | 45,894 CHF | 98.55% | 98.55% |
09/07/2024 | 1.05% | 0.96 CHF | 0.97 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 56,960 CHF | 47,966 CHF | 100.00% | 100.00% |
08/07/2024 | 1.07% | 0.94 CHF | 0.95 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 55,923 CHF | 47,102 CHF | 99.97% | 99.97% |
05/07/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 57,429 CHF | 48,357 CHF | 98.87% | 98.87% |
04/07/2024 | 1.63% | 1.01 CHF | 1.02 CHF | 50,000 | 50,000 | 26,857 | 26,857 | 26,643 CHF | 27,069 CHF | 100.00% | 100.00% |
03/07/2024 | 1.59% | 0.99 CHF | 1.00 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 24,886 CHF | 25,285 CHF | 99.73% | 99.73% |
02/07/2024 | 1.66% | 0.96 CHF | 0.98 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 24,773 CHF | 25,188 CHF | 98.57% | 98.57% |