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 | 1.61% | 1.70 CHF | 1.72 CHF | 50,000 | 50,000 | 34,382 | 29,137 | 58,424 CHF | 50,167 CHF | 98.64% | 98.64% |
12/07/2024 | 1.67% | 1.83 CHF | 1.85 CHF | 50,000 | 50,000 | 42,161 | 28,999 | 69,960 CHF | 49,271 CHF | 99.61% | 99.61% |
11/07/2024 | 1.58% | 1.68 CHF | 1.70 CHF | 50,000 | 50,000 | 34,689 | 29,288 | 59,991 CHF | 51,309 CHF | 90.17% | 90.17% |
10/07/2024 | 1.79% | 1.69 CHF | 1.71 CHF | 50,000 | 50,000 | 42,195 | 29,032 | 66,108 CHF | 47,029 CHF | 97.61% | 97.61% |
09/07/2024 | 4.32% | 1.46 CHF | 1.52 CHF | 5,000 | 5,000 | 2,912 | 2,912 | 4,426 CHF | 4,619 CHF | 96.17% | 96.17% |
08/07/2024 | 4.90% | 1.37 CHF | 1.43 CHF | 5,000 | 5,000 | 2,900 | 2,900 | 3,954 CHF | 4,146 CHF | 99.60% | 99.60% |
05/07/2024 | 3.24% | 1.26 CHF | 1.32 CHF | 5,000 | 5,000 | 40,836 | 19,712 | 42,920 CHF | 21,448 CHF | 95.56% | 95.56% |
04/07/2024 | 6.21% | 0.99 CHF | 1.06 CHF | 1,000 | 1,000 | 7,025 | 2,107 | 7,197 CHF | 2,248 CHF | 91.12% | 91.12% |
03/07/2024 | 6.48% | 1.01 CHF | 1.07 CHF | 5,000 | 5,000 | 2,868 | 2,868 | 2,897 CHF | 3,087 CHF | 99.58% | 99.58% |
02/07/2024 | 8.15% | 0.85 CHF | 0.91 CHF | 5,000 | 5,000 | 2,921 | 2,921 | 2,362 CHF | 2,554 CHF | 89.49% | 89.49% |