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 | 1.51% | 2.06 CHF | 2.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 102,598 CHF | 104,155 CHF | 98.72% | 98.72% |
12/07/2024 | 1.54% | 2.02 CHF | 2.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 98,373 CHF | 99,894 CHF | 99.38% | 99.38% |
11/07/2024 | 1.58% | 1.94 CHF | 1.97 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 95,092 CHF | 96,609 CHF | 94.76% | 94.76% |
10/07/2024 | 1.65% | 1.83 CHF | 1.86 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 90,286 CHF | 91,788 CHF | 99.42% | 99.42% |
09/07/2024 | 2.08% | 1.82 CHF | 1.86 CHF | 25,000 | 25,000 | 26,552 | 26,552 | 49,868 CHF | 50,897 CHF | 97.83% | 97.83% |
08/07/2024 | 1.15% | 1.88 CHF | 1.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 93,812 CHF | 94,896 CHF | 98.08% | 98.08% |
05/07/2024 | 1.11% | 1.77 CHF | 1.78 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 90,912 CHF | 91,928 CHF | 99.41% | 99.41% |
04/07/2024 | 1.02% | 1.81 CHF | 1.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 89,542 CHF | 90,465 CHF | 98.25% | 98.25% |
03/07/2024 | 0.69% | 1.72 CHF | 1.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 84,711 CHF | 85,297 CHF | 97.40% | 97.40% |
02/07/2024 | 0.74% | 1.64 CHF | 1.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 79,787 CHF | 80,376 CHF | 93.48% | 93.48% |