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 | 2.01% | 1.35 CHF | 1.37 CHF | 50,000 | 50,000 | 42,183 | 29,114 | 57,439 CHF | 40,217 CHF | 98.56% | 98.56% |
12/07/2024 | 2.09% | 1.48 CHF | 1.50 CHF | 50,000 | 50,000 | 42,171 | 29,000 | 55,934 CHF | 39,574 CHF | 99.62% | 99.62% |
11/07/2024 | 1.96% | 1.35 CHF | 1.37 CHF | 50,000 | 50,000 | 42,383 | 29,380 | 59,069 CHF | 41,547 CHF | 90.14% | 90.14% |
10/07/2024 | 2.26% | 1.36 CHF | 1.38 CHF | 50,000 | 50,000 | 49,508 | 29,032 | 61,129 CHF | 37,574 CHF | 97.61% | 97.61% |
09/07/2024 | 5.43% | 1.15 CHF | 1.21 CHF | 5,000 | 5,000 | 2,910 | 2,910 | 3,495 CHF | 3,688 CHF | 96.08% | 96.08% |
08/07/2024 | 6.26% | 1.07 CHF | 1.13 CHF | 5,000 | 5,000 | 2,899 | 2,899 | 3,077 CHF | 3,270 CHF | 99.52% | 99.52% |
05/07/2024 | 4.28% | 0.96 CHF | 1.02 CHF | 5,000 | 5,000 | 56,557 | 19,685 | 44,554 CHF | 16,243 CHF | 95.74% | 95.74% |
04/07/2024 | 8.26% | 0.73 CHF | 0.80 CHF | 1,000 | 1,000 | 9,485 | 2,107 | 7,256 CHF | 1,701 CHF | 91.12% | 91.12% |
03/07/2024 | 8.62% | 0.75 CHF | 0.81 CHF | 5,000 | 5,000 | 2,869 | 2,869 | 2,155 CHF | 2,345 CHF | 99.61% | 99.61% |
02/07/2024 | 11.12% | 0.62 CHF | 0.68 CHF | 5,000 | 5,000 | 2,928 | 2,926 | 1,712 CHF | 1,903 CHF | 89.71% | 89.71% |